+24.1%
TMO vs AS
-22.5%
+46.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.1% | -1.4% |
| 7D | +0.4% | -2.6% | +3.0% | +0.7% |
| 30D | +1.5% | -22.1% | +23.6% | +4.8% |
| 3M | +28.5% | -15.3% | +43.9% | +30.8% |
| 6M | +20.4% | -15.6% | +35.9% | +22.3% |
| YTD | +4.3% | -23.2% | +27.5% | +6.7% |
| 1Y | +24.1% | -21.7% | +45.8% | +29.8% |
| All | +24.1% | -22.5% | +46.6% | +29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling