+17.1%
TMO vs TLN
+602.5%
-585.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.5% | -1.9% |
| 7D | +0.4% | +10.9% | -10.5% | 0.0% |
| 30D | +1.5% | -6.3% | +7.8% | +1.7% |
| 3M | +28.5% | -10.7% | +39.2% | +28.9% |
| 6M | +20.4% | +1.6% | +18.7% | +19.7% |
| YTD | +4.3% | -13.1% | +17.4% | +4.3% |
| 1Y | +24.1% | -15.1% | +39.2% | +24.1% |
| 3Y | +17.5% | +495.0% | -477.5% | +8.3% |
| All | +17.1% | +602.5% | -585.3% | +8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling