+59.8%
TMO vs COMP
-53.0%
+112.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.4% | +6.9% | +0.3% |
| 7D | +2.8% | +7.2% | -4.3% | +2.0% |
| 30D | +9.1% | +6.4% | +2.8% | +8.2% |
| 3M | +19.9% | -19.4% | +39.3% | +22.0% |
| 6M | +54.7% | +14.6% | +40.2% | +51.0% |
| YTD | +24.3% | -5.5% | +29.8% | +22.6% |
| 1Y | +25.0% | +13.7% | +11.4% | +20.9% |
| 3Y | +61.7% | +409.7% | -348.0% | +29.1% |
| 5Y | +16.2% | -17.0% | +33.2% | -0.7% |
| All | +59.8% | -53.0% | +112.8% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling