+24.5%
TMO vs DRI
+2.4%
+22.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.9% |
| 7D | -0.6% | -3.2% | +2.6% | -0.2% |
| 30D | +1.1% | -7.8% | +8.9% | +2.3% |
| 3M | +28.3% | +0.4% | +28.0% | +28.1% |
| 6M | +23.3% | +4.8% | +18.5% | +21.7% |
| YTD | +5.5% | +16.7% | -11.3% | +2.3% |
| 1Y | +24.5% | +1.5% | +23.1% | +19.3% |
| All | +24.5% | +2.4% | +22.2% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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