+14,784.7%
TER vs TMO
+8,094.7%
+6,690.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +5.3% |
| 7D | +11.0% | +0.4% | +10.5% | +10.6% |
| 30D | -1.9% | +1.5% | -3.4% | -3.2% |
| 3M | -0.7% | +28.5% | -29.2% | -16.6% |
| 6M | +36.4% | +20.4% | +16.0% | +18.3% |
| YTD | +92.4% | +4.3% | +88.2% | +82.0% |
| 1Y | +213.5% | +24.1% | +189.4% | +164.4% |
| 3Y | +277.2% | +17.5% | +259.8% | +224.1% |
| 5Y | +219.1% | +6.8% | +212.3% | +189.7% |
| 10Y | +1,744.2% | +311.9% | +1,432.4% | +615.7% |
| All | +14,784.7% | +8,094.7% | +6,690.0% | +1,107.0% |
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