-2.1%
TLT vs TMO
+18.2%
-20.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.1% |
| 7D | -1.6% | -2.5% | +0.9% | -1.4% |
| 30D | -1.3% | -0.3% | -1.0% | -1.3% |
| 3M | -3.7% | +25.3% | -29.0% | -5.4% |
| 6M | -6.4% | +20.9% | -27.2% | -7.9% |
| YTD | -4.5% | +4.3% | -8.8% | -5.0% |
| 1Y | -5.9% | +27.0% | -32.9% | -7.9% |
| All | -2.1% | +18.2% | -20.3% | -7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling