+455.8%
TMO vs USFR
+27.6%
+428.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -2.5% | +0.1% | -2.5% | -2.5% |
| 30D | -0.3% | +0.3% | -0.6% | -0.3% |
| 3M | +25.3% | +1.0% | +24.3% | +25.1% |
| 6M | +20.9% | +1.9% | +18.9% | +20.6% |
| YTD | +4.3% | +2.7% | +1.6% | +4.0% |
| 1Y | +27.0% | +4.0% | +23.0% | +26.4% |
| 3Y | +17.5% | +14.1% | +3.4% | +15.4% |
| 5Y | +6.9% | +20.5% | -13.5% | +4.0% |
| 10Y | +332.0% | +28.0% | +303.9% | +314.5% |
| All | +455.8% | +27.6% | +428.2% | +432.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling