+280.2%
TSM vs TMO
+7.9%
+272.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.8% |
| 7D | +1.0% | -0.6% | +1.7% | +1.2% |
| 30D | +1.0% | +1.1% | -0.2% | +0.4% |
| 3M | +2.9% | +28.3% | -25.4% | -8.2% |
| 6M | +22.8% | +23.3% | -0.4% | +11.0% |
| YTD | +43.3% | +5.5% | +37.9% | +38.5% |
| 1Y | +69.2% | +24.5% | +44.6% | +50.6% |
| 3Y | +404.5% | +19.6% | +384.9% | +346.4% |
| All | +280.2% | +7.9% | +272.3% | +231.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling