+10.6%
TMO vs AG
+63.6%
-53.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +1.4% |
| 7D | -0.6% | -6.7% | +6.1% | -0.1% |
| 30D | +1.1% | +2.2% | -1.0% | +0.8% |
| 3M | +28.3% | +15.7% | +12.6% | +26.3% |
| 6M | +23.3% | -23.8% | +47.1% | +25.1% |
| YTD | +5.5% | +17.6% | -12.2% | +2.4% |
| 1Y | +24.5% | +88.6% | -64.1% | +15.1% |
| 3Y | +19.6% | +253.4% | -233.9% | -0.4% |
| All | +10.6% | +63.6% | -53.0% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling