+10.6%
TMO vs USFR
+20.6%
-10.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.2% |
| 7D | -0.6% | +0.1% | -0.8% | -0.5% |
| 30D | +1.1% | +0.4% | +0.8% | +1.6% |
| 3M | +28.3% | +1.0% | +27.3% | +30.0% |
| 6M | +23.3% | +2.0% | +21.3% | +25.9% |
| YTD | +5.5% | +2.8% | +2.7% | +8.4% |
| 1Y | +24.5% | +4.1% | +20.5% | +29.6% |
| 3Y | +19.6% | +14.1% | +5.4% | +33.0% |
| All | +10.6% | +20.6% | -10.0% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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