+323.3%
TMO vs FTV
+87.0%
+236.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.7% | +1.0% |
| 7D | -0.5% | -1.3% | +0.8% | +0.1% |
| 30D | +1.0% | -9.5% | +10.5% | +5.5% |
| 3M | +22.7% | -10.9% | +33.6% | +28.7% |
| 6M | +19.0% | -0.6% | +19.6% | +18.5% |
| YTD | +4.7% | +1.4% | +3.3% | +2.6% |
| 1Y | +26.0% | +17.6% | +8.4% | +15.3% |
| 3Y | +18.0% | -3.3% | +21.2% | +16.2% |
| 5Y | +8.0% | -0.1% | +8.1% | +3.0% |
| 10Y | +333.8% | +82.5% | +251.3% | +220.5% |
| All | +323.3% | +87.0% | +236.3% | +212.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling