+199.8%
TER vs TMO
+27.8%
+172.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.2% | +5.6% |
| 7D | +0.6% | -1.4% | +1.9% | +0.8% |
| 30D | -8.3% | +6.2% | -14.5% | -9.2% |
| 3M | -12.2% | +27.5% | -39.7% | -17.7% |
| 6M | +17.0% | +20.0% | -2.9% | +11.2% |
| YTD | +84.6% | +6.1% | +78.5% | +81.3% |
| 1Y | +199.8% | +25.8% | +174.0% | +183.4% |
| All | +199.8% | +27.8% | +172.0% | +183.4% |
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