-38.7%
NOW vs TMO
+26.9%
-65.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.8% |
| 7D | -27.5% | +0.3% | -27.8% | -27.7% |
| 30D | -20.0% | +4.3% | -24.4% | -21.8% |
| 3M | -7.9% | +25.1% | -33.0% | -18.0% |
| 6M | +18.3% | +52.9% | -34.6% | -7.2% |
| YTD | -29.0% | +22.2% | -51.2% | -36.0% |
| 1Y | -38.7% | +25.4% | -64.1% | -45.2% |
| All | -38.7% | +26.9% | -65.6% | -45.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling