+328.6%
TMO vs SPG
+64.5%
+264.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -0.6% | -1.2% | +0.5% | -0.5% |
| 30D | +1.1% | -6.1% | +7.3% | +1.9% |
| 3M | +28.3% | -3.6% | +32.0% | +28.9% |
| 6M | +23.3% | +10.4% | +12.8% | +21.8% |
| YTD | +5.5% | +14.4% | -8.9% | +3.8% |
| 1Y | +24.5% | +16.5% | +8.0% | +22.3% |
| 3Y | +19.6% | +106.8% | -87.2% | +11.0% |
| 5Y | +8.1% | +108.9% | -100.8% | -0.2% |
| All | +328.6% | +64.5% | +264.1% | +394.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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