+3,341.2%
TMO vs AGI
+5,307.1%
-1,966.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.1% |
| 7D | -0.6% | -2.7% | +2.1% | -0.5% |
| 30D | +1.1% | +7.2% | -6.1% | +0.8% |
| 3M | +28.3% | +4.3% | +24.1% | +27.9% |
| 6M | +23.3% | -27.1% | +50.4% | +24.7% |
| YTD | +5.5% | -6.6% | +12.1% | +5.3% |
| 1Y | +24.5% | +9.5% | +15.0% | +23.4% |
| 3Y | +19.6% | +208.4% | -188.9% | +12.7% |
| 5Y | +8.1% | +401.6% | -393.5% | -0.5% |
| 10Y | +336.7% | +387.3% | -50.6% | +293.8% |
| All | +3,341.2% | +5,307.1% | -1,966.0% | +2,705.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling