+64.0%
TMO vs COMP
+431.5%
-367.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +5.7% | -1.8% | +3.3% |
| 7D | +5.7% | +14.5% | -8.8% | +4.1% |
| 30D | +9.7% | +14.9% | -5.2% | +7.9% |
| 3M | +21.6% | -14.2% | +35.8% | +23.0% |
| 6M | +55.5% | +23.7% | +31.7% | +50.4% |
| YTD | +24.9% | +2.1% | +22.8% | +22.1% |
| 1Y | +26.5% | +26.2% | +0.3% | +20.9% |
| 3Y | +64.0% | +470.9% | -406.9% | +36.8% |
| All | +64.0% | +431.5% | -367.5% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling