+12.3%
TMO vs COO
-40.4%
+52.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | +0.8% | +0.5% | +0.3% | +0.6% |
| 30D | +4.0% | +14.2% | -10.1% | -1.7% |
| 3M | +17.6% | -18.2% | +35.8% | +26.9% |
| 6M | +57.3% | +5.3% | +51.9% | +51.1% |
| YTD | +21.2% | -23.6% | +44.7% | +34.1% |
| 1Y | +21.1% | -12.7% | +33.8% | +26.1% |
| 3Y | +58.8% | -24.2% | +83.0% | +67.8% |
| All | +12.3% | -40.4% | +52.7% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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