+386.6%
TMO vs KEY
+96.4%
+290.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | +0.8% | +2.9% | -2.1% | +0.3% |
| 30D | +4.0% | +8.4% | -4.4% | +2.5% |
| 3M | +17.6% | -5.8% | +23.4% | +18.8% |
| 6M | +57.3% | +5.4% | +51.8% | +55.4% |
| YTD | +21.2% | +7.1% | +14.1% | +19.3% |
| 1Y | +21.1% | +26.8% | -5.7% | +15.7% |
| 3Y | +58.8% | +128.7% | -69.9% | +35.9% |
| 5Y | +11.8% | +13.6% | -1.8% | +3.9% |
| All | +386.6% | +96.4% | +290.2% | +306.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling