+10.3%
TMO vs IRE
-84.4%
+94.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +14.0% | -14.7% | -0.8% |
| 7D | -1.4% | +54.8% | -56.1% | -1.5% |
| 30D | +6.2% | +18.4% | -12.2% | +6.1% |
| 3M | +27.5% | -66.7% | +94.2% | +28.6% |
| 6M | +20.0% | -52.3% | +72.3% | +18.6% |
| YTD | +6.1% | -52.3% | +58.5% | +4.4% |
| All | +10.3% | -84.4% | +94.7% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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