+10.6%
TMO vs SM
+108.4%
-97.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -0.6% | +4.6% | -5.2% | -1.1% |
| 30D | +1.1% | +18.2% | -17.1% | -0.6% |
| 3M | +28.3% | +22.5% | +5.8% | +25.2% |
| 6M | +23.3% | +50.6% | -27.3% | +16.5% |
| YTD | +5.5% | +108.1% | -102.7% | -4.6% |
| 1Y | +24.5% | +46.0% | -21.5% | +17.5% |
| 3Y | +19.6% | +2.9% | +16.7% | +13.6% |
| All | +10.6% | +108.4% | -97.8% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling