+19.6%
TMO vs SMR
+44.5%
-24.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -15.7% | +16.8% | +1.6% |
| 7D | -0.6% | -11.2% | +10.6% | -0.4% |
| 30D | +1.1% | -10.2% | +11.3% | +1.3% |
| 3M | +28.3% | -10.0% | +38.4% | +28.3% |
| 6M | +23.3% | -30.5% | +53.7% | +23.8% |
| YTD | +5.5% | -39.2% | +44.7% | +6.2% |
| 1Y | +24.5% | -75.5% | +100.1% | +27.6% |
| 3Y | +19.6% | +45.4% | -25.9% | +5.5% |
| All | +19.6% | +44.5% | -24.9% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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