+1,258.4%
NET vs TMO
+134.7%
+1,123.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -4.1% | -4.1% | -5.4% |
| 7D | -21.2% | -4.5% | -16.7% | -18.4% |
| 30D | -31.1% | +3.1% | -34.2% | -32.6% |
| 3M | -16.5% | +17.2% | -33.8% | -25.5% |
| 6M | 0.0% | +45.3% | -45.3% | -24.2% |
| YTD | +24.0% | +17.1% | +6.9% | +8.2% |
| 1Y | +7.0% | +19.7% | -12.7% | -8.3% |
| 3Y | +279.6% | +50.3% | +229.2% | +150.6% |
| 5Y | +24.0% | +11.3% | +12.6% | +9.7% |
| All | +1,258.4% | +134.7% | +1,123.7% | +721.3% |
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