+21.1%
TMO vs IRE
-97.6%
+118.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -14.4% | +14.5% | +0.2% |
| 7D | +0.8% | -31.8% | +32.6% | +1.1% |
| 30D | +4.0% | -71.8% | +75.8% | +4.3% |
| 3M | +17.6% | -88.9% | +106.5% | +17.9% |
| 6M | +57.3% | -95.4% | +152.6% | +58.2% |
| YTD | +21.2% | -94.2% | +115.4% | +19.0% |
| 1Y | +21.1% | -97.1% | +118.2% | +18.4% |
| All | +21.1% | -97.6% | +118.7% | +18.4% |
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