+0.8%
NOW vs TMO
+7.0%
-6.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.8% | -2.6% |
| 7D | -4.1% | -0.5% | -3.6% | -3.8% |
| 30D | +2.9% | +1.0% | +1.9% | +2.3% |
| 3M | +22.6% | +22.7% | -0.1% | +8.1% |
| 6M | +7.5% | +19.0% | -11.5% | -3.1% |
| YTD | -14.4% | +4.7% | -19.2% | -17.2% |
| 1Y | -29.8% | +26.0% | -55.8% | -39.7% |
| 3Y | +9.2% | +18.0% | -8.7% | -7.2% |
| 5Y | +0.8% | +8.0% | -7.2% | -5.8% |
| All | +0.8% | +7.0% | -6.2% | -5.8% |
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