+25.0%
TMO vs PR
+67.7%
-42.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.4% |
| 7D | +2.8% | -9.5% | +12.3% | +1.6% |
| 30D | +9.1% | -5.7% | +14.8% | +8.6% |
| 3M | +19.9% | +3.0% | +16.9% | +21.2% |
| 6M | +54.7% | +11.8% | +42.9% | +59.5% |
| YTD | +24.3% | +58.5% | -34.2% | +28.3% |
| 1Y | +25.0% | +69.9% | -44.8% | +26.6% |
| All | +25.0% | +67.7% | -42.7% | +26.6% |
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