+275.3%
TMO vs FND
+56.5%
+218.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.9% |
| 7D | -0.6% | -5.8% | +5.1% | +0.6% |
| 30D | +1.1% | -20.2% | +21.3% | +6.1% |
| 3M | +28.3% | -12.0% | +40.3% | +31.2% |
| 6M | +23.3% | -18.5% | +41.8% | +27.3% |
| YTD | +5.5% | -22.3% | +27.7% | +9.6% |
| 1Y | +24.5% | -47.6% | +72.2% | +40.4% |
| 3Y | +19.6% | -49.8% | +69.3% | +32.3% |
| 5Y | +8.1% | -63.0% | +71.1% | +21.7% |
| All | +275.3% | +56.5% | +218.8% | +224.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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