+25.8%
TMO vs Z
-58.8%
+84.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.4% | -0.5% |
| 7D | -1.4% | -3.0% | +1.7% | -0.9% |
| 30D | +6.2% | -4.2% | +10.4% | +6.7% |
| 3M | +27.5% | -3.7% | +31.2% | +28.1% |
| 6M | +20.0% | -24.5% | +44.5% | +25.0% |
| YTD | +6.1% | -49.3% | +55.4% | +14.3% |
| 1Y | +25.8% | -58.7% | +84.5% | +33.7% |
| All | +25.8% | -58.8% | +84.7% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling