+691.7%
TMO vs AR
-28.5%
+720.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +0.8% | +7.4% | -6.6% | +0.3% |
| 30D | +4.0% | +5.8% | -1.7% | +3.6% |
| 3M | +17.6% | +5.2% | +12.4% | +17.1% |
| 6M | +57.3% | +5.4% | +51.8% | +56.4% |
| YTD | +21.2% | +12.4% | +8.8% | +19.7% |
| 1Y | +21.1% | +12.8% | +8.3% | +19.5% |
| 3Y | +58.8% | +47.2% | +11.6% | +52.8% |
| 5Y | +11.8% | +101.1% | -89.3% | +4.6% |
| 10Y | +376.2% | +57.6% | +318.6% | +331.8% |
| All | +691.7% | -28.5% | +720.2% | +667.1% |
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