+1,291.3%
TMO vs FIVE
+846.9%
+444.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +0.8% | +2.7% | -1.9% | +0.4% |
| 30D | +4.0% | +12.7% | -8.7% | +2.1% |
| 3M | +17.6% | +2.1% | +15.5% | +16.9% |
| 6M | +57.3% | +17.5% | +39.8% | +52.3% |
| YTD | +21.2% | +31.0% | -9.8% | +15.1% |
| 1Y | +21.1% | +67.7% | -46.6% | +10.6% |
| 3Y | +58.8% | +43.4% | +15.5% | +42.3% |
| 5Y | +11.8% | +18.1% | -6.3% | +0.8% |
| 10Y | +376.2% | +508.8% | -132.5% | +228.1% |
| All | +1,291.3% | +846.9% | +444.3% | +818.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling