+19.6%
TMO vs VO
+55.8%
-36.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.4% |
| 7D | -0.6% | -1.5% | +0.9% | +0.8% |
| 30D | +1.1% | -3.0% | +4.2% | +4.0% |
| 3M | +28.3% | +2.8% | +25.5% | +24.8% |
| 6M | +23.3% | +10.9% | +12.3% | +11.5% |
| YTD | +5.5% | +12.5% | -7.0% | -5.8% |
| 1Y | +24.5% | +12.0% | +12.6% | +11.6% |
| 3Y | +19.6% | +56.3% | -36.7% | -24.4% |
| All | +19.6% | +55.8% | -36.3% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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