+328.6%
TMO vs AME
+445.1%
-116.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.2% | -0.5% |
| 7D | -0.6% | +1.7% | -2.4% | -1.5% |
| 30D | +1.1% | -6.4% | +7.6% | +4.3% |
| 3M | +28.3% | +7.1% | +21.3% | +23.4% |
| 6M | +23.3% | +8.2% | +15.1% | +17.5% |
| YTD | +5.5% | +18.2% | -12.7% | -4.1% |
| 1Y | +24.5% | +26.7% | -2.2% | +8.9% |
| 3Y | +19.6% | +60.7% | -41.1% | -8.8% |
| 5Y | +8.1% | +91.6% | -83.5% | -25.2% |
| All | +328.6% | +445.1% | -116.4% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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