+25.0%
TMO vs COMP
+16.2%
+8.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.4% | +6.9% | +0.4% |
| 7D | +2.8% | +7.2% | -4.3% | +2.0% |
| 30D | +9.1% | +6.4% | +2.8% | +8.1% |
| 3M | +19.9% | -19.4% | +39.3% | +22.2% |
| 6M | +54.7% | +14.6% | +40.2% | +49.6% |
| YTD | +24.3% | -5.5% | +29.8% | +23.9% |
| 1Y | +25.0% | +13.7% | +11.4% | +20.3% |
| All | +25.0% | +16.2% | +8.9% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling