+593.5%
TMO vs AR
-27.2%
+620.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.7% |
| 7D | -1.4% | +2.5% | -3.8% | -1.5% |
| 30D | +6.2% | +14.8% | -8.6% | +5.3% |
| 3M | +27.5% | +6.2% | +21.2% | +26.9% |
| 6M | +20.0% | +4.3% | +15.7% | +19.4% |
| YTD | +6.1% | +14.4% | -8.2% | +4.8% |
| 1Y | +25.8% | +21.3% | +4.5% | +23.7% |
| 3Y | +11.2% | +39.8% | -28.6% | +7.3% |
| 5Y | +9.6% | +142.1% | -132.5% | +1.4% |
| 10Y | +317.8% | +52.0% | +265.7% | +280.5% |
| All | +593.5% | -27.2% | +620.7% | +571.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling