+2,573.3%
TMO vs SPYG
+553.6%
+2,019.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.2% |
| 7D | -2.5% | -1.8% | -0.6% | -1.1% |
| 30D | -0.3% | -1.9% | +1.6% | +1.1% |
| 3M | +25.3% | +5.2% | +20.1% | +19.8% |
| 6M | +20.9% | +15.6% | +5.3% | +7.4% |
| YTD | +4.3% | +12.4% | -8.1% | -5.4% |
| 1Y | +27.0% | +17.5% | +9.6% | +11.1% |
| 3Y | +17.5% | +98.1% | -80.6% | -32.7% |
| 5Y | +6.9% | +84.9% | -78.0% | -36.2% |
| 10Y | +332.0% | +417.7% | -85.7% | +15.6% |
| All | +2,573.3% | +553.6% | +2,019.7% | +309.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling