+8.0%
TMO vs ALLE
+11.9%
-3.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +1.7% |
| 7D | -0.5% | -2.2% | +1.7% | +0.5% |
| 30D | +1.0% | -8.3% | +9.3% | +5.0% |
| 3M | +22.7% | +16.3% | +6.5% | +14.5% |
| 6M | +19.0% | +1.8% | +17.2% | +17.2% |
| YTD | +4.7% | -3.9% | +8.7% | +5.0% |
| 1Y | +26.0% | -10.0% | +36.0% | +30.1% |
| 3Y | +18.0% | +45.8% | -27.8% | -3.1% |
| 5Y | +8.0% | +13.3% | -5.3% | -9.2% |
| All | +8.0% | +11.9% | -3.9% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling