+19.0%
TMO vs VO
+11.3%
+7.7%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +1.1% |
| 7D | -0.5% | -0.6% | +0.1% | 0.0% |
| 30D | +1.0% | -1.9% | +2.9% | +2.5% |
| 3M | +22.7% | +3.3% | +19.5% | +18.7% |
| 6M | +19.0% | +9.7% | +9.3% | +7.2% |
| All | +19.0% | +11.3% | +7.7% | +7.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling