+18.3%
TMO vs AG
+260.2%
-242.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.4% | -0.1% |
| 7D | -2.5% | -5.8% | +3.3% | -2.1% |
| 30D | -0.3% | +6.4% | -6.7% | -0.8% |
| 3M | +25.3% | +28.4% | -3.1% | +22.7% |
| 6M | +20.9% | -24.5% | +45.3% | +22.4% |
| YTD | +4.3% | +21.2% | -16.9% | +2.0% |
| 1Y | +27.0% | +114.1% | -87.1% | +18.6% |
| All | +18.3% | +260.2% | -242.0% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling