+123.8%
TMO vs ALC
+16.1%
+107.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.5% |
| 7D | -0.6% | -6.3% | +5.7% | +2.3% |
| 30D | +1.1% | -10.3% | +11.4% | +6.1% |
| 3M | +28.3% | -0.7% | +29.1% | +28.4% |
| 6M | +23.3% | -17.8% | +41.1% | +33.6% |
| YTD | +5.5% | -15.8% | +21.3% | +12.9% |
| 1Y | +24.5% | -16.7% | +41.3% | +33.8% |
| 3Y | +19.6% | -19.7% | +39.3% | +28.8% |
| 5Y | +8.1% | -19.8% | +27.9% | +13.6% |
| All | +123.8% | +16.1% | +107.7% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling