+3,717.9%
TMO vs TRI
+509.5%
+3,208.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.4% |
| 7D | -0.6% | -7.9% | +7.2% | +2.6% |
| 30D | +1.1% | -4.5% | +5.6% | +2.6% |
| 3M | +28.3% | +22.1% | +6.2% | +15.3% |
| 6M | +23.3% | -2.8% | +26.0% | +20.7% |
| YTD | +5.5% | -23.4% | +28.9% | +12.7% |
| 1Y | +24.5% | -41.5% | +66.1% | +49.7% |
| 3Y | +19.6% | -19.2% | +38.8% | +21.0% |
| 5Y | +8.1% | -9.4% | +17.5% | +2.9% |
| 10Y | +336.7% | +195.6% | +141.2% | +135.8% |
| All | +3,717.9% | +509.5% | +3,208.4% | +1,163.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling