+19.6%
TMO vs UUUU
+74.5%
-55.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.0% | +6.1% | +1.2% |
| 7D | -0.6% | -10.5% | +9.9% | -0.4% |
| 30D | +1.1% | -10.5% | +11.6% | +1.3% |
| 3M | +28.3% | -14.1% | +42.5% | +28.7% |
| 6M | +23.3% | -35.5% | +58.7% | +24.3% |
| YTD | +5.5% | -10.9% | +16.4% | +5.6% |
| 1Y | +24.5% | +3.4% | +21.2% | +23.5% |
| 3Y | +19.6% | +73.1% | -53.6% | +13.3% |
| All | +19.6% | +74.5% | -55.0% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 3y: compounded portfolio wealth divided by compounded UUUU 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…
3y analysis · Full analysis span regression · 6 months rolling