+436.7%
TMO vs FWONK
+276.9%
+159.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.9% |
| 3M | +28.3% | +5.7% | +22.6% | +26.7% |
| 6M | +23.3% | +13.5% | +9.8% | +19.8% |
| YTD | +5.5% | -3.0% | +8.4% | +5.7% |
| 1Y | +24.5% | -6.4% | +31.0% | +25.6% |
| 3Y | +19.6% | +43.8% | -24.3% | +8.7% |
| 5Y | +8.1% | +98.6% | -90.4% | -8.9% |
| 10Y | +336.7% | +340.0% | -3.3% | +198.2% |
| All | +436.7% | +276.9% | +159.8% | +242.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling