+6.9%
TMO vs ASX
+440.6%
-433.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.8% | +0.2% |
| 7D | -2.5% | +6.5% | -9.0% | -3.7% |
| 30D | -0.3% | +3.1% | -3.4% | -1.1% |
| 3M | +25.3% | +17.4% | +7.9% | +18.9% |
| 6M | +20.9% | +85.4% | -64.6% | +1.3% |
| YTD | +4.3% | +150.1% | -145.8% | -19.5% |
| 1Y | +27.0% | +256.3% | -229.3% | -11.4% |
| 3Y | +17.5% | +446.9% | -429.4% | -31.0% |
| 5Y | +6.9% | +447.1% | -440.1% | -44.2% |
| All | +6.9% | +440.6% | -433.6% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 5y: compounded portfolio wealth divided by compounded ASX 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…
5y analysis · Full analysis span regression · 6 months rolling