+25.4%
TMO vs IBN
+4.2%
+21.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.8% | -2.6% | +0.2% |
| 7D | +0.3% | +8.9% | -8.6% | -1.8% |
| 30D | +4.3% | +12.6% | -8.3% | +1.2% |
| 3M | +25.1% | +3.1% | +22.1% | +24.3% |
| 6M | +52.9% | +20.6% | +32.3% | +44.0% |
| YTD | +22.2% | +5.8% | +16.4% | +15.1% |
| 1Y | +25.4% | +3.7% | +21.7% | +18.7% |
| All | +25.4% | +4.2% | +21.2% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling