+328.6%
TMO vs SM
+23.0%
+305.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -0.6% | +4.6% | -5.2% | -0.8% |
| 30D | +1.1% | +18.2% | -17.1% | +0.5% |
| 3M | +28.3% | +22.5% | +5.8% | +27.2% |
| 6M | +23.3% | +50.6% | -27.3% | +20.9% |
| YTD | +5.5% | +108.1% | -102.7% | +1.9% |
| 1Y | +24.5% | +46.0% | -21.5% | +22.0% |
| 3Y | +19.6% | +2.9% | +16.7% | +17.7% |
| 5Y | +8.1% | +112.6% | -104.5% | +4.2% |
| All | +328.6% | +23.0% | +305.6% | +306.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling