+6.9%
TMO vs ACI
-44.6%
+51.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.4% |
| 7D | -2.5% | -7.1% | +4.6% | -2.2% |
| 30D | -0.3% | -4.5% | +4.2% | -0.1% |
| 3M | +25.3% | -22.3% | +47.5% | +26.6% |
| 6M | +20.9% | -28.4% | +49.3% | +23.0% |
| YTD | +4.3% | -29.5% | +33.8% | +6.1% |
| 1Y | +27.0% | -34.2% | +61.3% | +30.2% |
| 3Y | +17.5% | -45.7% | +63.2% | +22.9% |
| 5Y | +6.9% | -40.8% | +47.7% | +9.5% |
| All | +6.9% | -44.6% | +51.5% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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