+1,125.8%
TMO vs ACM
+228.1%
+897.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.5% |
| 7D | +0.4% | -0.3% | +0.7% | +0.5% |
| 30D | +1.5% | -12.9% | +14.4% | +5.7% |
| 3M | +28.5% | -6.4% | +34.9% | +30.3% |
| 6M | +20.4% | -29.2% | +49.6% | +33.2% |
| YTD | +4.3% | -29.9% | +34.2% | +15.2% |
| 1Y | +24.1% | -47.3% | +71.4% | +49.9% |
| 3Y | +17.5% | -19.6% | +37.1% | +22.1% |
| 5Y | +6.8% | +5.5% | +1.3% | +0.4% |
| 10Y | +311.9% | +129.7% | +182.2% | +172.3% |
| All | +1,125.8% | +228.1% | +897.7% | +501.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling