+3,988.5%
TMO vs SPG
+5,131.3%
-1,142.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +1.2% |
| 7D | -0.5% | -2.7% | +2.2% | +0.1% |
| 30D | +1.0% | -7.3% | +8.3% | +2.6% |
| 3M | +22.7% | -3.5% | +26.2% | +23.6% |
| 6M | +19.0% | +8.5% | +10.5% | +16.8% |
| YTD | +4.7% | +13.0% | -8.3% | +1.8% |
| 1Y | +26.0% | +18.0% | +8.0% | +21.2% |
| 3Y | +18.0% | +104.5% | -86.5% | +0.5% |
| 5Y | +8.0% | +102.0% | -94.1% | -8.7% |
| 10Y | +333.8% | +61.9% | +271.8% | +256.2% |
| All | +3,988.5% | +5,131.3% | -1,142.8% | +1,133.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling