+322.4%
NET vs TMO
+56.1%
+266.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -2.9% |
| 7D | -16.4% | +0.3% | -16.6% | -16.4% |
| 30D | -25.8% | +4.3% | -30.2% | -26.8% |
| 3M | -11.5% | +25.1% | -36.7% | -17.4% |
| 6M | +18.9% | +52.9% | -34.0% | +3.8% |
| YTD | +35.2% | +22.2% | +13.0% | +26.5% |
| 1Y | +14.5% | +25.4% | -10.9% | +6.2% |
| All | +322.4% | +56.1% | +266.3% | +203.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling