+18.3%
TMO vs AR
+44.8%
-26.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -2.5% | -1.3% | -1.2% | -2.4% |
| 30D | -0.3% | +3.5% | -3.8% | -0.6% |
| 3M | +25.3% | +9.9% | +15.4% | +24.4% |
| 6M | +20.9% | +4.5% | +16.3% | +20.1% |
| YTD | +4.3% | +13.7% | -9.4% | +2.7% |
| 1Y | +27.0% | +19.2% | +7.8% | +24.2% |
| All | +18.3% | +44.8% | -26.5% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling