+43.2%
TER vs TMO
+26.9%
+16.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.1% | -7.9% | -6.9% |
| 7D | -19.9% | +0.3% | -20.2% | -19.9% |
| 30D | -43.5% | +4.3% | -47.9% | -43.7% |
| 3M | -37.8% | +25.1% | -62.9% | -39.3% |
| 6M | -25.6% | +52.9% | -78.5% | -32.3% |
| YTD | +29.8% | +22.2% | +7.6% | +24.8% |
| 1Y | +43.2% | +25.4% | +17.8% | +37.0% |
| All | +43.2% | +26.9% | +16.3% | +37.0% |
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 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