+10.6%
TMO vs SPYG
+85.2%
-74.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.6% |
| 7D | -0.6% | -0.9% | +0.2% | -0.1% |
| 30D | +1.1% | -1.5% | +2.6% | +2.0% |
| 3M | +28.3% | +3.7% | +24.6% | +24.8% |
| 6M | +23.3% | +16.4% | +6.8% | +11.2% |
| YTD | +5.5% | +13.3% | -7.9% | -3.3% |
| 1Y | +24.5% | +17.9% | +6.7% | +11.1% |
| 3Y | +19.6% | +98.3% | -78.8% | -27.5% |
| All | +10.6% | +85.2% | -74.6% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling