+10.6%
TMO vs AS
+107.2%
-96.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.9% |
| 7D | -0.5% | -2.8% | +2.3% | -0.1% |
| 30D | +1.0% | -23.2% | +24.2% | +4.7% |
| 3M | +22.7% | -20.1% | +42.8% | +26.2% |
| 6M | +19.0% | -18.5% | +37.5% | +21.8% |
| YTD | +4.7% | -25.6% | +30.4% | +8.3% |
| 1Y | +26.0% | -24.4% | +50.4% | +29.8% |
| All | +10.6% | +107.2% | -96.7% | +0.3% |
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