+1,381.0%
NET vs TMO
+144.9%
+1,236.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -3.3% |
| 7D | -16.4% | +0.3% | -16.6% | -16.4% |
| 30D | -25.8% | +4.3% | -30.2% | -28.1% |
| 3M | -11.5% | +25.1% | -36.7% | -24.7% |
| 6M | +18.9% | +52.9% | -34.0% | -13.1% |
| YTD | +35.2% | +22.2% | +13.0% | +14.4% |
| 1Y | +14.5% | +25.4% | -10.9% | -5.2% |
| 3Y | +313.8% | +56.8% | +257.0% | +165.0% |
| 5Y | +32.6% | +12.0% | +20.6% | +16.4% |
| All | +1,381.0% | +144.9% | +1,236.1% | +768.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling