+18.3%
TMO vs CAPR
+31.5%
-13.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | -0.4% |
| 7D | -2.5% | -10.6% | +8.1% | -2.4% |
| 30D | -0.3% | +111.2% | -111.5% | -0.8% |
| 3M | +25.3% | -67.2% | +92.5% | +25.6% |
| 6M | +20.9% | -75.1% | +96.0% | +21.4% |
| YTD | +4.3% | -71.2% | +75.5% | +4.7% |
| 1Y | +27.0% | +31.1% | -4.1% | +24.9% |
| All | +18.3% | +31.5% | -13.3% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 3y: compounded portfolio wealth divided by compounded CAPR 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…
3y analysis · Full analysis span regression · 6 months rolling