+386.6%
TMO vs ALLE
+211.7%
+175.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.3% |
| 7D | +0.8% | +3.6% | -2.8% | -0.6% |
| 30D | +4.0% | +25.9% | -21.9% | -5.4% |
| 3M | +17.6% | +15.8% | +1.8% | +10.4% |
| 6M | +57.3% | +48.1% | +9.2% | +33.4% |
| YTD | +21.2% | +22.0% | -0.8% | +10.1% |
| 1Y | +21.1% | +18.0% | +3.1% | +11.6% |
| 3Y | +58.8% | +93.1% | -34.3% | +19.2% |
| 5Y | +11.8% | +52.1% | -40.3% | -10.1% |
| All | +386.6% | +211.7% | +175.0% | +185.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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