+379.1%
V vs TMO
+338.2%
+40.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.4% |
| 7D | -1.2% | -0.6% | -0.6% | -1.0% |
| 30D | +3.1% | +1.1% | +1.9% | +2.5% |
| 3M | +16.3% | +28.3% | -12.0% | +4.2% |
| 6M | +20.4% | +23.3% | -2.9% | +8.8% |
| YTD | +6.3% | +5.5% | +0.8% | +2.6% |
| 1Y | +8.7% | +24.5% | -15.8% | -3.1% |
| 3Y | +53.3% | +19.6% | +33.7% | +35.1% |
| 5Y | +71.1% | +8.1% | +62.9% | +54.0% |
| All | +379.1% | +338.2% | +40.9% | +106.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling