+24.5%
TMO vs SPG
+19.1%
+5.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -0.6% | -1.2% | +0.5% | -0.4% |
| 30D | +1.1% | -6.1% | +7.3% | +2.9% |
| 3M | +28.3% | -3.6% | +32.0% | +29.6% |
| 6M | +23.3% | +10.4% | +12.8% | +21.0% |
| YTD | +5.5% | +14.4% | -8.9% | +3.2% |
| 1Y | +24.5% | +16.5% | +8.0% | +20.2% |
| All | +24.5% | +19.1% | +5.5% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling