+6.8%
TMO vs FN
+299.7%
-292.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -3.9% | -1.9% |
| 7D | +0.4% | +3.5% | -3.1% | +0.1% |
| 30D | +1.5% | -26.0% | +27.5% | +3.8% |
| 3M | +28.5% | -33.3% | +61.8% | +32.2% |
| 6M | +20.4% | -14.9% | +35.3% | +18.7% |
| YTD | +4.3% | -8.6% | +12.8% | +1.1% |
| 1Y | +24.1% | +12.3% | +11.8% | +16.3% |
| 3Y | +17.5% | +174.4% | -156.9% | -9.2% |
| 5Y | +6.8% | +296.4% | -289.6% | -28.0% |
| All | +6.8% | +299.7% | -292.9% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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