+211.9%
TER vs TMO
+7.0%
+204.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.3% |
| 7D | +9.4% | -2.5% | +11.8% | +10.9% |
| 30D | -2.4% | -0.3% | -2.1% | -2.6% |
| 3M | +6.5% | +25.3% | -18.7% | -8.9% |
| 6M | +23.2% | +20.9% | +2.3% | +6.7% |
| YTD | +91.5% | +4.3% | +87.2% | +82.4% |
| 1Y | +214.8% | +27.0% | +187.8% | +160.0% |
| 3Y | +275.3% | +17.5% | +257.8% | +217.7% |
| 5Y | +211.9% | +6.9% | +205.0% | +177.4% |
| All | +211.9% | +7.0% | +204.9% | +177.4% |
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 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