+328.6%
TMO vs SPYM
+325.3%
+3.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.4% |
| 7D | -0.6% | -0.8% | +0.1% | 0.0% |
| 30D | +1.1% | -1.1% | +2.2% | +2.1% |
| 3M | +28.3% | +3.9% | +24.5% | +23.8% |
| 6M | +23.3% | +13.6% | +9.6% | +10.1% |
| YTD | +5.5% | +12.7% | -7.3% | -5.1% |
| 1Y | +24.5% | +17.6% | +7.0% | +7.9% |
| 3Y | +19.6% | +77.2% | -57.7% | -27.6% |
| 5Y | +8.1% | +84.1% | -76.0% | -36.9% |
| All | +328.6% | +325.3% | +3.3% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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