+32.6%
NET vs TMO
+11.5%
+21.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -3.4% |
| 7D | -16.4% | +0.3% | -16.6% | -16.4% |
| 30D | -25.8% | +4.3% | -30.2% | -28.2% |
| 3M | -11.5% | +25.1% | -36.7% | -25.2% |
| 6M | +18.9% | +52.9% | -34.0% | -14.6% |
| YTD | +35.2% | +22.2% | +13.0% | +13.9% |
| 1Y | +14.5% | +25.4% | -10.9% | -5.8% |
| 3Y | +313.8% | +56.8% | +257.0% | +141.3% |
| 5Y | +32.6% | +12.0% | +20.6% | +18.2% |
| All | +32.6% | +11.5% | +21.1% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling