+6.8%
TMO vs COMP
-32.0%
+38.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.6% | -1.4% |
| 7D | +0.4% | +4.1% | -3.6% | 0.0% |
| 30D | +1.5% | -14.5% | +16.1% | +3.1% |
| 3M | +28.5% | +41.8% | -13.3% | +23.2% |
| 6M | +20.4% | +23.6% | -3.2% | +16.1% |
| YTD | +4.3% | +1.7% | +2.6% | +2.4% |
| 1Y | +24.1% | +12.6% | +11.5% | +20.0% |
| 3Y | +17.5% | +221.9% | -204.4% | -2.3% |
| 5Y | +6.8% | -28.1% | +34.9% | -7.3% |
| All | +6.8% | -32.0% | +38.8% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling