+9.0%
TMO vs AMIX
-99.9%
+108.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.8% |
| 7D | +0.4% | -3.4% | +3.8% | +0.4% |
| 30D | +1.5% | -54.4% | +55.9% | +1.2% |
| 3M | +28.5% | -45.7% | +74.3% | +29.9% |
| 6M | +20.4% | -49.2% | +69.5% | +21.6% |
| YTD | +4.3% | -60.3% | +64.6% | +5.2% |
| 1Y | +24.1% | -81.4% | +105.5% | +24.8% |
| 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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling