+12.9%
TMO vs IP
-12.0%
+24.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.4% |
| 7D | -0.3% | -5.1% | +4.7% | +1.0% |
| 30D | +4.9% | +8.5% | -3.6% | +2.7% |
| 3M | +19.9% | -13.8% | +33.7% | +24.2% |
| 6M | +47.2% | +5.7% | +41.4% | +43.6% |
| YTD | +20.2% | -9.1% | +29.4% | +20.7% |
| 1Y | +23.2% | -0.8% | +24.0% | +20.4% |
| 3Y | +54.2% | +14.8% | +39.4% | +38.3% |
| All | +12.9% | -12.0% | +24.9% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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