+12.1%
TMO vs AS
+120.4%
-108.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.6% | -4.3% | -1.2% |
| 7D | -1.4% | -4.9% | +3.5% | -0.7% |
| 30D | +6.2% | -19.6% | +25.8% | +9.4% |
| 3M | +27.5% | -14.4% | +41.8% | +29.9% |
| 6M | +20.0% | -20.1% | +40.1% | +23.1% |
| YTD | +6.1% | -20.9% | +27.1% | +8.9% |
| 1Y | +25.8% | -21.9% | +47.7% | +29.0% |
| All | +12.1% | +120.4% | -108.3% | +0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling