+17.2%
TMO vs TLN
+571.8%
-554.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.3% |
| 7D | -2.5% | +2.0% | -4.4% | -2.6% |
| 30D | -0.3% | -12.9% | +12.6% | +0.2% |
| 3M | +25.3% | -7.4% | +32.7% | +25.3% |
| 6M | +20.9% | -6.0% | +26.9% | +20.6% |
| YTD | +4.3% | -16.9% | +21.2% | +4.5% |
| 1Y | +27.0% | -22.6% | +49.7% | +27.6% |
| 3Y | +17.5% | +469.0% | -451.5% | +8.5% |
| All | +17.2% | +571.8% | -554.6% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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