+3,061.7%
SPY vs TMO
+4,891.6%
-1,829.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -0.4% | -0.5% | +0.1% | -0.2% |
| 30D | -1.4% | +1.0% | -2.4% | -1.8% |
| 3M | +3.7% | +22.7% | -19.0% | -4.0% |
| 6M | +13.0% | +19.0% | -6.0% | +5.1% |
| YTD | +12.4% | +4.7% | +7.7% | +9.1% |
| 1Y | +18.5% | +26.0% | -7.5% | +7.3% |
| 3Y | +77.6% | +18.0% | +59.6% | +61.7% |
| 5Y | +81.7% | +8.0% | +73.7% | +68.6% |
| 10Y | +319.7% | +333.8% | -14.1% | +135.5% |
| All | +3,061.7% | +4,891.6% | -1,829.8% | +717.0% |
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