+10.6%
TMO vs FTV
-2.3%
+12.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.9% |
| 7D | -0.6% | -4.0% | +3.3% | +1.4% |
| 30D | +1.1% | -11.0% | +12.2% | +7.2% |
| 3M | +28.3% | -8.4% | +36.7% | +33.5% |
| 6M | +23.3% | -2.6% | +25.8% | +23.7% |
| YTD | +5.5% | -0.6% | +6.1% | +3.7% |
| 1Y | +24.5% | +11.0% | +13.6% | +14.9% |
| 3Y | +19.6% | -6.3% | +25.9% | +18.5% |
| All | +10.6% | -2.3% | +12.9% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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