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  • TMO vs ASX✓SelectedUSD · ASXTMO vs ASX performance historyLatest closeAs of-0.75%09/04
Stock and ETF performance explorer

TMO vs ASX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,620.3%
ASX return
+3,515.0%
Excess return
-894.8%
Maximum drawdown
-53.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioASXExcessAlpha
1D-0.8%+0.2%-1.0%-0.8%
7D-1.4%-0.7%-0.6%-1.2%
30D+6.2%+2.0%+4.2%+5.6%
3M+27.5%-1.3%+28.8%+25.6%
6M+20.0%+71.4%-51.5%+5.4%
YTD+6.1%+135.3%-129.2%-12.7%
1Y+25.8%+267.5%-241.6%-5.8%
3Y+11.2%+388.5%-377.3%-22.8%
5Y+9.6%+417.1%-407.5%-26.3%
10Y+317.8%+872.7%-555.0%+138.0%
All+2,620.3%+3,515.0%-894.8%+823.0%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling