+592.0%
TMO vs KWEB
+21.1%
+570.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | -0.6% | -5.6% | +4.9% | +0.6% |
| 30D | +1.1% | -10.7% | +11.8% | +3.5% |
| 3M | +28.3% | -7.4% | +35.7% | +30.2% |
| 6M | +23.3% | -19.3% | +42.6% | +28.5% |
| YTD | +5.5% | -27.8% | +33.2% | +12.4% |
| 1Y | +24.5% | -35.9% | +60.5% | +36.0% |
| 3Y | +19.6% | -1.9% | +21.5% | +16.2% |
| 5Y | +8.1% | -43.2% | +51.3% | +14.1% |
| 10Y | +336.7% | -21.2% | +357.9% | +287.0% |
| All | +592.0% | +21.1% | +570.9% | +441.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 all: compounded portfolio wealth divided by compounded KWEB 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…
all analysis · Full analysis span regression · 6 months rolling