+29.8%
TMO vs AMIX
-100.0%
+129.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -20.0% | +19.9% | -0.2% |
| 7D | +1.6% | -8.1% | +9.7% | +1.6% |
| 30D | +8.4% | -52.3% | +60.6% | +8.0% |
| 3M | +18.7% | -83.8% | +102.5% | +17.8% |
| 6M | +58.9% | -79.0% | +137.8% | +59.8% |
| YTD | +24.2% | -87.2% | +111.4% | +24.6% |
| 1Y | +22.8% | -91.7% | +114.5% | +23.0% |
| All | +29.8% | -100.0% | +129.8% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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