+1,433.5%
TMO vs SPXU
-100.0%
+1,533.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.9% |
| 7D | -0.5% | +1.3% | -1.7% | 0.0% |
| 30D | +1.0% | +5.1% | -4.1% | +2.7% |
| 3M | +22.7% | -9.1% | +31.8% | +19.5% |
| 6M | +19.0% | -29.6% | +48.6% | +8.1% |
| YTD | +4.7% | -27.7% | +32.4% | -3.6% |
| 1Y | +26.0% | -37.0% | +63.0% | +11.8% |
| 3Y | +18.0% | -80.2% | +98.2% | -20.6% |
| 5Y | +8.0% | -86.0% | +94.0% | -25.2% |
| 10Y | +333.8% | -99.5% | +433.3% | +32.0% |
| All | +1,433.5% | -100.0% | +1,533.5% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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