+8.0%
TMO vs TPR
+225.0%
-217.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +1.1% |
| 7D | -0.5% | -7.3% | +6.8% | +0.9% |
| 30D | +1.0% | -30.7% | +31.7% | +7.8% |
| 3M | +22.7% | -21.6% | +44.3% | +27.7% |
| 6M | +19.0% | -21.3% | +40.3% | +23.3% |
| YTD | +4.7% | -10.2% | +14.9% | +5.3% |
| 1Y | +26.0% | +9.5% | +16.5% | +21.0% |
| 3Y | +18.0% | +280.8% | -262.8% | -16.2% |
| 5Y | +8.0% | +218.7% | -210.7% | -23.9% |
| All | +8.0% | +225.0% | -217.0% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling