+25.4%
TMO vs FDS
+31.1%
-5.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.8% | +0.7% |
| 7D | +0.3% | +9.4% | -9.2% | -1.0% |
| 30D | +4.3% | +23.8% | -19.4% | +1.0% |
| 3M | +25.1% | +25.1% | 0.0% | +20.8% |
| 6M | +52.9% | +53.8% | -0.9% | +42.3% |
| YTD | +22.2% | +19.6% | +2.6% | +19.2% |
| 1Y | +25.4% | +31.6% | -6.3% | +19.2% |
| All | +25.4% | +31.1% | -5.8% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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