+18.3%
TMO vs TPR
+286.9%
-268.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.7% |
| 7D | -2.5% | -5.1% | +2.7% | -1.7% |
| 30D | -0.3% | -27.6% | +27.3% | +4.6% |
| 3M | +25.3% | -17.5% | +42.7% | +28.3% |
| 6M | +20.9% | -21.3% | +42.2% | +24.4% |
| YTD | +4.3% | -8.5% | +12.8% | +4.3% |
| 1Y | +27.0% | +11.5% | +15.6% | +22.1% |
| All | +18.3% | +286.9% | -268.7% | -15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling