+8.0%
TMO vs AR
+148.2%
-140.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -0.5% | -1.2% | +0.7% | -0.4% |
| 30D | +1.0% | +5.5% | -4.5% | +0.5% |
| 3M | +22.7% | +12.9% | +9.8% | +21.2% |
| 6M | +19.0% | +0.1% | +18.9% | +18.6% |
| YTD | +4.7% | +13.5% | -8.8% | +2.8% |
| 1Y | +26.0% | +21.6% | +4.4% | +22.6% |
| 3Y | +18.0% | +46.0% | -28.0% | +11.0% |
| 5Y | +8.0% | +143.7% | -135.7% | +1.6% |
| All | +8.0% | +148.2% | -140.2% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling