+18.3%
TMO vs SM
-0.7%
+19.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -2.5% | +2.1% | -4.6% | -2.7% |
| 30D | -0.3% | +18.1% | -18.4% | -1.9% |
| 3M | +25.3% | +17.0% | +8.3% | +23.1% |
| 6M | +20.9% | +55.4% | -34.6% | +13.6% |
| YTD | +4.3% | +108.6% | -104.2% | -6.6% |
| 1Y | +27.0% | +45.7% | -18.6% | +20.2% |
| All | +18.3% | -0.7% | +19.0% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling