+643.1%
TMO vs ALLE
+340.4%
+302.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | +1.6% | -0.8% | +2.5% | +2.0% |
| 30D | +8.4% | +27.4% | -19.0% | -2.4% |
| 3M | +18.7% | +13.8% | +4.9% | +11.9% |
| 6M | +58.9% | +45.5% | +13.4% | +34.7% |
| YTD | +24.2% | +21.4% | +2.8% | +12.6% |
| 1Y | +22.8% | +15.4% | +7.4% | +13.8% |
| 3Y | +61.6% | +91.7% | -30.1% | +19.8% |
| 5Y | +15.3% | +54.5% | -39.2% | -8.6% |
| 10Y | +388.1% | +210.5% | +177.6% | +161.4% |
| All | +643.1% | +340.4% | +302.6% | +232.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling