+10.6%
TMO vs ACM
+1.2%
+9.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.8% |
| 7D | -0.6% | -4.6% | +3.9% | +0.9% |
| 30D | +1.1% | +4.1% | -2.9% | -0.4% |
| 3M | +28.3% | -8.3% | +36.6% | +30.9% |
| 6M | +23.3% | -30.1% | +53.3% | +38.3% |
| YTD | +5.5% | -32.6% | +38.1% | +19.3% |
| 1Y | +24.5% | -49.6% | +74.1% | +57.1% |
| 3Y | +19.6% | -23.0% | +42.6% | +23.5% |
| All | +10.6% | +1.2% | +9.4% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling