+201.7%
TMO vs SPOT
+216.9%
-15.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | -0.6% | -3.1% | +2.4% | -0.1% |
| 30D | +1.1% | +7.4% | -6.3% | -0.1% |
| 3M | +28.3% | +8.2% | +20.2% | +26.4% |
| 6M | +23.3% | +2.2% | +21.0% | +21.8% |
| YTD | +5.5% | -9.5% | +14.9% | +5.9% |
| 1Y | +24.5% | -23.8% | +48.4% | +28.5% |
| 3Y | +19.6% | +233.5% | -213.9% | -10.2% |
| 5Y | +8.1% | +112.2% | -104.1% | -16.5% |
| All | +201.7% | +216.9% | -15.2% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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