+12.5%
TMO vs SMR
+1.6%
+10.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.6% | +5.1% | -0.2% |
| 7D | -2.5% | +4.7% | -7.2% | -2.7% |
| 30D | -0.3% | +3.2% | -3.5% | -0.5% |
| 3M | +25.3% | +9.9% | +15.4% | +24.4% |
| 6M | +20.9% | -15.1% | +36.0% | +20.6% |
| YTD | +4.3% | -27.9% | +32.2% | +4.5% |
| 1Y | +27.0% | -70.2% | +97.3% | +30.0% |
| 3Y | +17.5% | +72.5% | -55.0% | +2.2% |
| All | +12.5% | +1.6% | +10.9% | +5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling