+9.4%
TMO vs A
-16.5%
+25.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.4% |
| 7D | -2.5% | -4.6% | +2.1% | +0.7% |
| 30D | -0.3% | -4.3% | +4.0% | +2.5% |
| 3M | +25.3% | +8.9% | +16.3% | +18.0% |
| 6M | +20.9% | +24.5% | -3.7% | +3.3% |
| YTD | +4.3% | +5.8% | -1.5% | -0.5% |
| 1Y | +27.0% | +16.2% | +10.8% | +13.5% |
| 3Y | +17.5% | +28.5% | -10.9% | -4.6% |
| All | +9.4% | -16.5% | +25.9% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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