+328.6%
TMO vs ALLE
+158.4%
+170.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.5% |
| 7D | -0.6% | -2.4% | +1.8% | +0.3% |
| 30D | +1.1% | -7.7% | +8.8% | +4.4% |
| 3M | +28.3% | +15.2% | +13.2% | +21.1% |
| 6M | +23.3% | +5.4% | +17.9% | +20.0% |
| YTD | +5.5% | -2.9% | +8.4% | +5.5% |
| 1Y | +24.5% | -12.8% | +37.3% | +30.1% |
| 3Y | +19.6% | +47.2% | -27.6% | +0.4% |
| 5Y | +8.1% | +13.5% | -5.4% | -2.2% |
| All | +328.6% | +158.4% | +170.2% | +168.2% |
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