+25.8%
TMO vs TPR
+18.2%
+7.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -1.4% | -2.7% | +1.3% | -1.1% |
| 30D | +6.2% | -23.3% | +29.5% | +8.8% |
| 3M | +27.5% | -12.8% | +40.3% | +28.6% |
| 6M | +20.0% | -21.7% | +41.7% | +21.4% |
| YTD | +6.1% | -3.9% | +10.0% | +6.3% |
| 1Y | +25.8% | +16.9% | +8.9% | +21.6% |
| All | +25.8% | +18.2% | +7.7% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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