+19.6%
TMO vs ACHR
-19.6%
+39.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.9% |
| 7D | -0.6% | -2.3% | +1.6% | -0.5% |
| 30D | +1.1% | -11.3% | +12.4% | +1.9% |
| 3M | +28.3% | +5.3% | +23.1% | +27.0% |
| 6M | +23.3% | -13.2% | +36.5% | +23.6% |
| YTD | +5.5% | -25.8% | +31.2% | +6.8% |
| 1Y | +24.5% | -34.3% | +58.8% | +26.3% |
| 3Y | +19.6% | -19.9% | +39.5% | +14.1% |
| All | +19.6% | -19.6% | +39.2% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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