+25.4%
TMO vs PR
+87.5%
-62.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.5% | +7.7% | +0.3% |
| 7D | +0.3% | -12.1% | +12.4% | -1.2% |
| 30D | +4.3% | +0.9% | +3.4% | +4.7% |
| 3M | +25.1% | +10.1% | +15.0% | +27.6% |
| 6M | +52.9% | +1.1% | +51.8% | +55.0% |
| YTD | +22.2% | +63.7% | -41.5% | +26.2% |
| 1Y | +25.4% | +87.0% | -61.7% | +28.2% |
| All | +25.4% | +87.5% | -62.1% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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