+31.2%
TMO vs AS
+137.8%
-106.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.4% | -0.2% |
| 7D | +2.8% | +4.5% | -1.6% | +2.2% |
| 30D | +9.1% | +13.2% | -4.1% | +7.3% |
| 3M | +19.9% | -11.9% | +31.8% | +21.8% |
| 6M | +54.7% | -11.6% | +66.3% | +56.8% |
| YTD | +24.3% | -14.7% | +39.0% | +26.0% |
| 1Y | +25.0% | +5.7% | +19.3% | +22.9% |
| All | +31.2% | +137.8% | -106.5% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling