+10.6%
TMO vs FWONK
+97.7%
-87.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | +1.1% | -7.7% | +8.9% | +3.1% |
| 3M | +28.3% | +5.7% | +22.6% | +26.5% |
| 6M | +23.3% | +13.5% | +9.8% | +19.3% |
| YTD | +5.5% | -3.0% | +8.4% | +5.8% |
| 1Y | +24.5% | -6.4% | +31.0% | +25.8% |
| 3Y | +19.6% | +43.8% | -24.3% | +6.4% |
| All | +10.6% | +97.7% | -87.1% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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