+3,196.7%
TMO vs AU
+755.5%
+2,441.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.1% |
| 7D | -0.6% | -4.3% | +3.6% | -0.3% |
| 30D | +1.1% | +7.3% | -6.2% | +0.5% |
| 3M | +28.3% | +26.3% | +2.0% | +25.8% |
| 6M | +23.3% | +1.8% | +21.5% | +22.4% |
| YTD | +5.5% | +26.8% | -21.4% | +2.7% |
| 1Y | +24.5% | +66.7% | -42.1% | +18.6% |
| 3Y | +19.6% | +579.1% | -559.5% | +0.7% |
| 5Y | +8.1% | +689.3% | -681.2% | -11.0% |
| 10Y | +336.7% | +686.6% | -349.9% | +246.0% |
| All | +3,196.7% | +755.5% | +2,441.2% | +2,420.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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