+323.9%
TMO vs FIVE
+483.6%
-159.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +1.9% | 0.0% |
| 7D | -2.5% | +0.6% | -3.0% | -2.6% |
| 30D | -0.3% | +3.0% | -3.3% | -0.9% |
| 3M | +25.3% | +23.2% | +2.1% | +20.5% |
| 6M | +20.9% | +9.2% | +11.7% | +18.1% |
| YTD | +4.3% | +28.1% | -23.8% | -0.8% |
| 1Y | +27.0% | +65.3% | -38.2% | +15.3% |
| 3Y | +17.5% | +49.4% | -31.9% | +3.8% |
| 5Y | +6.9% | +29.5% | -22.6% | -5.8% |
| All | +323.9% | +483.6% | -159.7% | +200.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling