+139.3%
TMO vs PINS
-19.8%
+159.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.9% |
| 7D | -0.6% | -6.6% | +6.0% | +0.2% |
| 30D | +1.1% | -16.8% | +17.9% | +3.6% |
| 3M | +28.3% | -11.4% | +39.7% | +29.8% |
| 6M | +23.3% | -1.7% | +25.0% | +22.6% |
| YTD | +5.5% | -26.4% | +31.9% | +8.6% |
| 1Y | +24.5% | -45.5% | +70.1% | +32.9% |
| 3Y | +19.6% | -31.7% | +51.3% | +20.1% |
| 5Y | +8.1% | -64.9% | +73.0% | +12.7% |
| All | +139.3% | -19.8% | +159.1% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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