+26.0%
TMO vs PR
+77.2%
-51.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.4% |
| 7D | -0.5% | -0.8% | +0.4% | -0.5% |
| 30D | +1.0% | +11.3% | -10.3% | +2.2% |
| 3M | +22.7% | +24.1% | -1.4% | +26.2% |
| 6M | +19.0% | +25.4% | -6.4% | +21.3% |
| YTD | +4.7% | +71.2% | -66.5% | +6.7% |
| 1Y | +26.0% | +78.6% | -52.6% | +28.3% |
| All | +26.0% | +77.2% | -51.2% | +28.3% |
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