+10.6%
TMO vs AGI
+400.3%
-389.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | -0.6% | -2.7% | +2.1% | -0.3% |
| 30D | +1.1% | +7.2% | -6.1% | +0.3% |
| 3M | +28.3% | +4.3% | +24.1% | +27.3% |
| 6M | +23.3% | -27.1% | +50.4% | +27.0% |
| YTD | +5.5% | -6.6% | +12.1% | +5.1% |
| 1Y | +24.5% | +9.5% | +15.0% | +21.2% |
| 3Y | +19.6% | +208.4% | -188.9% | -3.2% |
| All | +10.6% | +400.3% | -389.7% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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