+639.3%
TMO vs ALM
+8,043.4%
-7,404.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.6% | +0.4% |
| 7D | -0.5% | +3.6% | -4.1% | -0.5% |
| 30D | +1.0% | +33.8% | -32.8% | +1.0% |
| 3M | +22.7% | +14.8% | +7.9% | +22.7% |
| 6M | +19.0% | -7.0% | +26.0% | +19.0% |
| YTD | +4.7% | +108.1% | -103.3% | +4.7% |
| 1Y | +26.0% | +313.8% | -287.8% | +25.8% |
| 3Y | +18.0% | +2,227.6% | -2,209.6% | +17.6% |
| 5Y | +8.0% | +956.6% | -948.6% | +7.7% |
| 10Y | +333.8% | +3,082.3% | -2,748.5% | +332.2% |
| All | +639.3% | +8,043.4% | -7,404.1% | +635.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling