+112.5%
NET vs TMO
+9.6%
+102.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.4% |
| 7D | -7.0% | -1.4% | -5.6% | -6.0% |
| 30D | -4.8% | +6.2% | -11.0% | -9.1% |
| 3M | +3.8% | +27.5% | -23.6% | -14.9% |
| 6M | +50.0% | +20.0% | +30.1% | +27.7% |
| YTD | +41.5% | +6.1% | +35.3% | +32.3% |
| 1Y | +32.8% | +25.8% | +7.0% | +6.0% |
| 3Y | +335.9% | +11.2% | +324.7% | +268.0% |
| All | +112.5% | +9.6% | +102.9% | +93.9% |
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