+25.8%
TMO vs ACM
-45.8%
+71.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -1.4% | -3.7% | +2.4% | -0.8% |
| 30D | +6.2% | -11.1% | +17.3% | +7.9% |
| 3M | +27.5% | -8.0% | +35.4% | +28.6% |
| 6M | +20.0% | -29.7% | +49.6% | +27.0% |
| YTD | +6.1% | -29.4% | +35.5% | +12.5% |
| 1Y | +25.8% | -46.4% | +72.3% | +35.6% |
| All | +25.8% | -45.8% | +71.6% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling