+6.9%
TMO vs PM
+132.4%
-125.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.6% |
| 7D | -2.5% | +1.9% | -4.4% | -2.7% |
| 30D | -0.3% | +1.9% | -2.2% | -0.5% |
| 3M | +25.3% | +4.6% | +20.7% | +24.5% |
| 6M | +20.9% | +11.7% | +9.2% | +19.1% |
| YTD | +4.3% | +20.4% | -16.1% | +1.3% |
| 1Y | +27.0% | +19.0% | +8.1% | +23.5% |
| 3Y | +17.5% | +130.4% | -112.9% | -9.8% |
| 5Y | +6.9% | +131.5% | -124.5% | -18.9% |
| All | +6.9% | +132.4% | -125.5% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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