+9.0%
TMO vs AMIX
-99.9%
+108.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | -0.4% |
| 7D | -2.5% | -6.3% | +3.8% | -2.5% |
| 30D | -0.3% | -51.9% | +51.6% | -0.6% |
| 3M | +25.3% | -44.9% | +70.2% | +26.6% |
| 6M | +20.9% | -47.9% | +68.8% | +22.1% |
| YTD | +4.3% | -62.0% | +66.3% | +5.2% |
| 1Y | +27.0% | -82.0% | +109.0% | +27.7% |
| All | +9.0% | -99.9% | +108.9% | +13.1% |
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