+74.6%
TMO vs ACI
+21.8%
+52.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -1.7% |
| 7D | +0.4% | -2.6% | +3.0% | +0.5% |
| 30D | +1.5% | +1.1% | +0.4% | +1.5% |
| 3M | +28.5% | -23.6% | +52.2% | +29.6% |
| 6M | +20.4% | -29.9% | +50.3% | +22.0% |
| YTD | +4.3% | -26.9% | +31.1% | +5.3% |
| 1Y | +24.1% | -34.2% | +58.4% | +26.2% |
| 3Y | +17.5% | -43.6% | +61.1% | +20.4% |
| 5Y | +6.8% | -42.4% | +49.2% | +8.8% |
| All | +74.6% | +21.8% | +52.8% | +69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling