+1,366.8%
TMO vs AG
+451.1%
+915.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.6% | +0.3% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | +1.0% | +12.5% | -11.5% | 0.0% |
| 3M | +22.7% | +28.2% | -5.4% | +19.9% |
| 6M | +19.0% | -18.8% | +37.8% | +20.0% |
| YTD | +4.7% | +27.4% | -22.6% | +1.3% |
| 1Y | +26.0% | +132.2% | -106.2% | +15.4% |
| 3Y | +18.0% | +286.9% | -268.9% | +1.0% |
| 5Y | +8.0% | +72.8% | -64.8% | -3.6% |
| 10Y | +333.8% | +74.6% | +259.2% | +260.8% |
| All | +1,366.8% | +451.1% | +915.7% | +693.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling