+328.6%
TMO vs SO
+159.0%
+169.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | -0.6% | -1.1% | +0.4% | -0.3% |
| 30D | +1.1% | -5.0% | +6.1% | +2.9% |
| 3M | +28.3% | -5.8% | +34.1% | +30.9% |
| 6M | +23.3% | -7.9% | +31.2% | +26.4% |
| YTD | +5.5% | +2.4% | +3.0% | +3.8% |
| 1Y | +24.5% | -2.3% | +26.8% | +24.5% |
| 3Y | +19.6% | +41.9% | -22.3% | +2.3% |
| 5Y | +8.1% | +58.1% | -49.9% | -11.7% |
| All | +328.6% | +159.0% | +169.7% | +208.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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