+6.9%
TMO vs OPEN
-85.3%
+92.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.7% | +6.3% | 0.0% |
| 7D | -2.5% | -10.5% | +8.1% | -1.8% |
| 30D | -0.3% | -21.8% | +21.5% | +1.1% |
| 3M | +25.3% | -37.5% | +62.8% | +28.2% |
| 6M | +20.9% | -44.1% | +65.0% | +24.3% |
| YTD | +4.3% | -52.0% | +56.3% | +7.9% |
| 1Y | +27.0% | -52.2% | +79.3% | +28.4% |
| 3Y | +17.5% | -25.9% | +43.4% | +7.1% |
| 5Y | +6.9% | -85.1% | +92.0% | -3.0% |
| All | +6.9% | -85.3% | +92.2% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 5y: compounded portfolio wealth divided by compounded OPEN 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…
5y analysis · Full analysis span regression · 6 months rolling