+328.6%
TMO vs SPYG
+424.6%
-96.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.5% |
| 7D | -0.6% | -0.9% | +0.2% | 0.0% |
| 30D | +1.1% | -1.5% | +2.6% | +2.2% |
| 3M | +28.3% | +3.7% | +24.6% | +24.2% |
| 6M | +23.3% | +16.4% | +6.8% | +9.3% |
| YTD | +5.5% | +13.3% | -7.9% | -4.7% |
| 1Y | +24.5% | +17.9% | +6.7% | +9.0% |
| 3Y | +19.6% | +98.3% | -78.8% | -31.8% |
| 5Y | +8.1% | +86.4% | -78.3% | -36.2% |
| All | +328.6% | +424.6% | -96.0% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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