+328.6%
TMO vs KEY
+172.4%
+156.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -0.6% | -1.5% | +0.9% | -0.4% |
| 30D | +1.1% | -3.7% | +4.8% | +1.8% |
| 3M | +28.3% | -1.3% | +29.6% | +28.5% |
| 6M | +23.3% | +13.3% | +9.9% | +20.4% |
| YTD | +5.5% | +9.0% | -3.5% | +3.6% |
| 1Y | +24.5% | +18.7% | +5.9% | +20.3% |
| 3Y | +19.6% | +125.3% | -105.7% | +2.6% |
| 5Y | +8.1% | +40.2% | -32.1% | -2.4% |
| All | +328.6% | +172.4% | +156.2% | +250.9% |
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