+7.7%
TMO vs Q
+78.4%
-70.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.3% | +0.3% |
| 7D | -0.5% | +6.6% | -7.1% | -0.9% |
| 30D | +1.0% | -6.6% | +7.6% | +1.3% |
| 3M | +22.7% | -13.2% | +35.9% | +22.8% |
| 6M | +19.0% | +9.9% | +9.1% | +13.6% |
| YTD | +4.7% | +53.9% | -49.2% | -4.7% |
| All | +7.7% | +78.4% | -70.7% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 all: compounded portfolio wealth divided by compounded Q 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…
all analysis · Full analysis span regression · 6 months rolling