+12.2%
TMO vs SN
+447.8%
-435.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.3% |
| 7D | -0.6% | -7.3% | +6.6% | +0.5% |
| 30D | +1.1% | -13.6% | +14.7% | +3.3% |
| 3M | +28.3% | +18.6% | +9.7% | +24.8% |
| 6M | +23.3% | +46.0% | -22.7% | +15.9% |
| YTD | +5.5% | +43.7% | -38.2% | -1.0% |
| 1Y | +24.5% | +39.2% | -14.6% | +17.3% |
| 3Y | +19.6% | +306.5% | -286.9% | +3.3% |
| All | +12.2% | +447.8% | -435.6% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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