+24.5%
TMO vs PINS
-46.0%
+70.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +1.0% |
| 7D | -0.6% | -6.6% | +6.0% | -0.1% |
| 30D | +1.1% | -16.8% | +17.9% | +2.6% |
| 3M | +28.3% | -11.4% | +39.7% | +28.8% |
| 6M | +23.3% | -1.7% | +25.0% | +22.3% |
| YTD | +5.5% | -26.4% | +31.9% | +5.6% |
| 1Y | +24.5% | -45.5% | +70.1% | +21.5% |
| All | +24.5% | -46.0% | +70.5% | +21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling