+25.4%
TMO vs TDY
+22.9%
+2.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.8% | +5.9% | +2.1% |
| 7D | +0.3% | -5.0% | +5.3% | +1.3% |
| 30D | +4.3% | +2.0% | +2.3% | +3.9% |
| 3M | +25.1% | -7.7% | +32.8% | +27.1% |
| 6M | +52.9% | -0.9% | +53.8% | +52.1% |
| YTD | +22.2% | +23.7% | -1.5% | +12.1% |
| 1Y | +25.4% | +23.6% | +1.7% | +15.2% |
| All | +25.4% | +22.9% | +2.5% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling