+19.0%
TMO vs A
+27.6%
-8.6%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.9% | +1.4% |
| 7D | -0.5% | -4.4% | +3.9% | +2.5% |
| 30D | +1.0% | -2.7% | +3.7% | +2.6% |
| 3M | +22.7% | +7.0% | +15.7% | +16.8% |
| 6M | +19.0% | +24.6% | -5.6% | +4.2% |
| All | +19.0% | +27.6% | -8.6% | +4.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling