+10.6%
TMO vs FDS
-29.0%
+39.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.5% |
| 7D | -0.6% | -14.0% | +13.3% | +4.0% |
| 30D | +1.1% | -6.2% | +7.4% | +2.9% |
| 3M | +28.3% | +10.2% | +18.2% | +23.0% |
| 6M | +23.3% | +27.4% | -4.2% | +11.1% |
| YTD | +5.5% | -9.3% | +14.7% | +7.8% |
| 1Y | +24.5% | -28.6% | +53.2% | +40.8% |
| 3Y | +19.6% | -36.8% | +56.4% | +40.2% |
| All | +10.6% | -29.0% | +39.6% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling