+10.6%
TMO vs TRI
-10.0%
+20.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.7% |
| 7D | -0.6% | -7.9% | +7.2% | +1.4% |
| 30D | +1.1% | -4.5% | +5.6% | +2.1% |
| 3M | +28.3% | +22.1% | +6.2% | +19.4% |
| 6M | +23.3% | -2.8% | +26.0% | +22.3% |
| YTD | +5.5% | -23.4% | +28.9% | +13.8% |
| 1Y | +24.5% | -41.5% | +66.1% | +49.6% |
| 3Y | +19.6% | -19.2% | +38.8% | +16.1% |
| All | +10.6% | -10.0% | +20.6% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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