+24.5%
TMO vs ALL
+29.5%
-5.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.1% |
| 7D | -0.6% | -2.3% | +1.6% | -0.5% |
| 30D | +1.1% | -0.4% | +1.5% | +1.2% |
| 3M | +28.3% | +16.0% | +12.3% | +27.7% |
| 6M | +23.3% | +24.6% | -1.3% | +22.8% |
| YTD | +5.5% | +23.7% | -18.2% | +5.3% |
| 1Y | +24.5% | +27.7% | -3.2% | +24.7% |
| All | +24.5% | +29.5% | -5.0% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling