+69.5%
T vs TMO
+7.9%
+61.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.9% |
| 7D | +1.5% | -0.6% | +2.1% | +1.5% |
| 30D | +7.5% | +1.1% | +6.3% | +7.3% |
| 3M | +14.8% | +28.3% | -13.5% | +12.0% |
| 6M | -1.7% | +23.3% | -25.0% | -4.1% |
| YTD | +8.7% | +5.5% | +3.2% | +7.9% |
| 1Y | -7.5% | +24.5% | -32.0% | -10.4% |
| 3Y | +110.2% | +19.6% | +90.7% | +103.3% |
| All | +69.5% | +7.9% | +61.7% | +59.8% |
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