+19.6%
TMO vs HIG
+101.1%
-81.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -0.6% | -1.5% | +0.8% | -0.2% |
| 30D | +1.1% | -0.4% | +1.5% | +1.2% |
| 3M | +28.3% | +6.7% | +21.7% | +25.8% |
| 6M | +23.3% | +2.0% | +21.3% | +22.2% |
| YTD | +5.5% | +0.3% | +5.2% | +4.8% |
| 1Y | +24.5% | +4.2% | +20.4% | +22.1% |
| 3Y | +19.6% | +102.2% | -82.7% | -2.7% |
| All | +19.6% | +101.1% | -81.6% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 3y: compounded portfolio wealth divided by compounded HIG 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…
3y analysis · Full analysis span regression · 6 months rolling