+10.6%
TMO vs Z
-64.7%
+75.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -2.9% | +0.4% |
| 7D | -0.6% | -6.0% | +5.4% | +0.4% |
| 30D | +1.1% | -2.3% | +3.4% | +1.3% |
| 3M | +28.3% | -0.6% | +28.9% | +27.7% |
| 6M | +23.3% | -27.6% | +50.9% | +29.3% |
| YTD | +5.5% | -52.4% | +57.8% | +18.1% |
| 1Y | +24.5% | -63.6% | +88.1% | +45.4% |
| 3Y | +19.6% | -36.4% | +56.0% | +23.8% |
| All | +10.6% | -64.7% | +75.3% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling