+10.6%
TMO vs FND
-63.3%
+73.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.8% |
| 7D | -0.6% | -5.8% | +5.1% | +0.8% |
| 30D | +1.1% | -20.2% | +21.3% | +6.9% |
| 3M | +28.3% | -12.0% | +40.3% | +31.6% |
| 6M | +23.3% | -18.5% | +41.8% | +28.0% |
| YTD | +5.5% | -22.3% | +27.7% | +10.2% |
| 1Y | +24.5% | -47.6% | +72.2% | +43.6% |
| 3Y | +19.6% | -49.8% | +69.3% | +34.0% |
| All | +10.6% | -63.3% | +73.9% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling