+8.0%
TMO vs RF
+88.8%
-80.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | -0.5% | -0.1% | -0.3% | -0.4% |
| 30D | +1.0% | -4.0% | +5.0% | +2.2% |
| 3M | +22.7% | +5.6% | +17.1% | +20.5% |
| 6M | +19.0% | +13.1% | +5.9% | +14.3% |
| YTD | +4.7% | +13.6% | -8.8% | +0.2% |
| 1Y | +26.0% | +16.0% | +10.1% | +19.6% |
| 3Y | +18.0% | +90.2% | -72.2% | -4.3% |
| 5Y | +8.0% | +87.0% | -79.0% | -8.1% |
| All | +8.0% | +88.8% | -80.8% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 5y: compounded portfolio wealth divided by compounded RF 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…
5y analysis · Full analysis span regression · 6 months rolling