+329.8%
SLV vs TMO
+1,542.7%
-1,212.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.4% |
| 7D | +2.5% | +0.4% | +2.1% | +2.4% |
| 30D | +3.3% | +1.5% | +1.7% | +3.0% |
| 3M | -3.6% | +28.5% | -32.1% | -8.4% |
| 6M | -21.8% | +20.4% | -42.2% | -24.9% |
| YTD | -7.8% | +4.3% | -12.1% | -8.7% |
| 1Y | +58.3% | +24.1% | +34.2% | +51.6% |
| 3Y | +182.6% | +17.5% | +165.1% | +170.6% |
| 5Y | +167.8% | +6.8% | +161.0% | +158.0% |
| 10Y | +218.9% | +311.9% | -93.0% | +132.3% |
| All | +329.8% | +1,542.7% | -1,212.9% | +91.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling