+27.0%
TMO vs AR
+22.8%
+4.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -2.5% | -1.3% | -1.2% | -2.5% |
| 30D | -0.3% | +3.5% | -3.8% | -0.3% |
| 3M | +25.3% | +9.9% | +15.4% | +25.3% |
| 6M | +20.9% | +4.5% | +16.3% | +20.3% |
| YTD | +4.3% | +13.7% | -9.4% | +3.3% |
| 1Y | +27.0% | +19.2% | +7.8% | +24.8% |
| All | +27.0% | +22.8% | +4.2% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling