+17.5%
TMO vs PR
+87.2%
-69.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -1.9% |
| 7D | +0.4% | -0.6% | +1.0% | +0.5% |
| 30D | +1.5% | +17.4% | -15.9% | -0.2% |
| 3M | +28.5% | +21.8% | +6.8% | +25.7% |
| 6M | +20.4% | +27.6% | -7.2% | +16.1% |
| YTD | +4.3% | +71.4% | -67.2% | -4.2% |
| 1Y | +24.1% | +78.3% | -54.2% | +12.9% |
| 3Y | +17.5% | +85.5% | -68.0% | +3.1% |
| All | +17.5% | +87.2% | -69.7% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling