+18.3%
TMO vs AME
+54.6%
-36.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.1% |
| 7D | -2.5% | 0.0% | -2.5% | -2.5% |
| 30D | -0.3% | -8.6% | +8.3% | +3.4% |
| 3M | +25.3% | +5.8% | +19.5% | +21.5% |
| 6M | +20.9% | +3.8% | +17.0% | +17.8% |
| YTD | +4.3% | +14.4% | -10.1% | -3.2% |
| 1Y | +27.0% | +25.8% | +1.3% | +12.6% |
| All | +18.3% | +54.6% | -36.3% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling