+6.9%
TMO vs TT
+143.7%
-136.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -2.5% | -1.0% | -1.5% | -2.2% |
| 30D | -0.3% | -8.9% | +8.6% | +2.8% |
| 3M | +25.3% | -1.8% | +27.1% | +25.3% |
| 6M | +20.9% | +1.9% | +19.0% | +18.7% |
| YTD | +4.3% | +13.8% | -9.5% | -2.4% |
| 1Y | +27.0% | +6.1% | +20.9% | +21.8% |
| 3Y | +17.5% | +119.6% | -102.1% | -20.1% |
| 5Y | +6.9% | +145.9% | -138.9% | -35.8% |
| All | +6.9% | +143.7% | -136.8% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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