+17.5%
TMO vs ALLE
+49.7%
-32.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.4% |
| 7D | +0.4% | +2.8% | -2.4% | -0.8% |
| 30D | +1.5% | -7.6% | +9.1% | +5.2% |
| 3M | +28.5% | +22.8% | +5.8% | +17.2% |
| 6M | +20.4% | +4.6% | +15.8% | +17.0% |
| YTD | +4.3% | -1.2% | +5.5% | +2.8% |
| 1Y | +24.1% | -9.1% | +33.2% | +27.4% |
| 3Y | +17.5% | +50.0% | -32.5% | -4.7% |
| All | +17.5% | +49.7% | -32.2% | -4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling