+36.0%
TSM vs TMO
+26.9%
+9.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.4% | -2.4% |
| 7D | -10.0% | +0.3% | -10.2% | -10.0% |
| 30D | -18.5% | +4.3% | -22.9% | -19.0% |
| 3M | -4.9% | +25.1% | -30.0% | -7.6% |
| 6M | -1.0% | +52.9% | -53.9% | -8.5% |
| YTD | +31.3% | +22.2% | +9.0% | +26.2% |
| 1Y | +36.0% | +25.4% | +10.6% | +30.3% |
| All | +36.0% | +26.9% | +9.1% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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