+24.5%
TMO vs AG
+110.7%
-86.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +1.3% |
| 7D | -0.6% | -6.7% | +6.1% | -0.2% |
| 30D | +1.1% | +2.2% | -1.0% | +0.9% |
| 3M | +28.3% | +15.7% | +12.6% | +27.0% |
| 6M | +23.3% | -23.8% | +47.1% | +24.5% |
| YTD | +5.5% | +17.6% | -12.2% | +6.2% |
| 1Y | +24.5% | +88.6% | -64.1% | +29.4% |
| All | +24.5% | +110.7% | -86.2% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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