+4,941.5%
TMO vs SPY
+3,059.5%
+1,882.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.8% |
| 7D | -0.5% | -0.4% | -0.1% | -0.1% |
| 30D | +1.0% | -1.4% | +2.4% | +2.2% |
| 3M | +22.7% | +3.7% | +19.0% | +18.4% |
| 6M | +19.0% | +13.0% | +6.0% | +6.6% |
| YTD | +4.7% | +12.4% | -7.7% | -5.8% |
| 1Y | +26.0% | +18.5% | +7.5% | +8.1% |
| 3Y | +18.0% | +77.6% | -59.6% | -29.5% |
| 5Y | +8.0% | +81.7% | -73.7% | -36.8% |
| 10Y | +333.8% | +319.7% | +14.1% | +19.9% |
| All | +4,941.5% | +3,059.5% | +1,882.0% | +153.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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