+31.8%
TMO vs ACHR
-45.8%
+77.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.7% | +6.1% | +0.9% |
| 7D | -0.5% | -2.7% | +2.2% | -0.3% |
| 30D | +1.0% | -12.1% | +13.1% | +1.8% |
| 3M | +22.7% | +3.4% | +19.3% | +21.6% |
| 6M | +19.0% | -15.6% | +34.7% | +19.5% |
| YTD | +4.7% | -26.9% | +31.6% | +6.0% |
| 1Y | +26.0% | -34.8% | +60.8% | +27.7% |
| 3Y | +18.0% | -19.2% | +37.2% | +12.2% |
| 5Y | +8.0% | -43.8% | +51.8% | -3.3% |
| All | +31.8% | -45.8% | +77.6% | +19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling