+8,131.0%
TMO vs AME
+18,594.4%
-10,463.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.7% |
| 7D | -0.5% | +1.3% | -1.8% | -1.0% |
| 30D | +1.0% | -6.6% | +7.6% | +3.6% |
| 3M | +22.7% | +3.0% | +19.7% | +20.9% |
| 6M | +19.0% | +5.3% | +13.7% | +16.0% |
| YTD | +4.7% | +15.4% | -10.7% | -1.6% |
| 1Y | +26.0% | +26.8% | -0.8% | +14.0% |
| 3Y | +18.0% | +56.5% | -38.5% | -2.3% |
| 5Y | +8.0% | +85.2% | -77.3% | -16.2% |
| 10Y | +333.8% | +428.5% | -94.8% | +123.0% |
| All | +8,131.0% | +18,594.4% | -10,463.3% | +1,640.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling