+328.6%
TMO vs ALM
+2,589.2%
-2,260.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.5% | +7.6% | +1.2% |
| 7D | -0.6% | -11.8% | +11.2% | -0.5% |
| 30D | +1.1% | +7.8% | -6.7% | +1.0% |
| 3M | +28.3% | -9.3% | +37.6% | +28.3% |
| 6M | +23.3% | -30.5% | +53.7% | +23.5% |
| YTD | +5.5% | +75.8% | -70.4% | +4.5% |
| 1Y | +24.5% | +241.2% | -216.6% | +22.3% |
| 3Y | +19.6% | +1,872.6% | -1,853.1% | +13.3% |
| 5Y | +8.1% | +849.6% | -841.5% | +3.1% |
| All | +328.6% | +2,589.2% | -2,260.6% | +310.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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