+6.9%
TMO vs IR
+35.0%
-28.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | -2.5% | -3.1% | +0.6% | -1.3% |
| 30D | -0.3% | -14.0% | +13.7% | +5.8% |
| 3M | +25.3% | +3.7% | +21.5% | +22.7% |
| 6M | +20.9% | -15.4% | +36.2% | +28.0% |
| YTD | +4.3% | -7.7% | +12.0% | +5.7% |
| 1Y | +27.0% | -8.8% | +35.9% | +29.1% |
| 3Y | +17.5% | +5.6% | +11.9% | +7.4% |
| 5Y | +6.9% | +34.3% | -27.4% | -15.6% |
| All | +6.9% | +35.0% | -28.1% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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