+6.9%
TMO vs ALL
+113.6%
-106.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -2.5% | -4.3% | +1.8% | -1.7% |
| 30D | -0.3% | -3.6% | +3.3% | +0.4% |
| 3M | +25.3% | +13.2% | +12.0% | +22.0% |
| 6M | +20.9% | +22.5% | -1.6% | +15.8% |
| YTD | +4.3% | +22.7% | -18.4% | -0.3% |
| 1Y | +27.0% | +28.3% | -1.3% | +20.0% |
| 3Y | +17.5% | +152.0% | -134.5% | -6.4% |
| 5Y | +6.9% | +115.4% | -108.5% | -9.4% |
| All | +6.9% | +113.6% | -106.6% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling