+29.0%
TMO vs SN
+671.3%
-642.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.3% |
| 7D | +0.8% | +1.5% | -0.8% | +0.6% |
| 30D | +4.0% | +21.5% | -17.5% | +0.9% |
| 3M | +17.6% | +20.0% | -2.4% | +14.1% |
| 6M | +57.3% | +119.9% | -62.7% | +39.0% |
| YTD | +21.2% | +102.3% | -81.1% | +7.9% |
| 1Y | +21.1% | +148.0% | -126.9% | +4.7% |
| 3Y | +58.8% | +450.0% | -391.2% | +29.9% |
| All | +29.0% | +671.3% | -642.3% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling