+624.2%
TMO vs ALLE
+338.1%
+286.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.3% |
| 7D | +3.3% | +1.6% | +1.8% | +2.7% |
| 30D | +5.5% | +24.1% | -18.6% | -4.0% |
| 3M | +16.1% | +14.8% | +1.2% | +9.0% |
| 6M | +52.6% | +45.9% | +6.7% | +29.3% |
| YTD | +21.0% | +20.7% | +0.3% | +10.0% |
| 1Y | +19.4% | +14.2% | +5.2% | +11.1% |
| 3Y | +57.5% | +90.7% | -33.2% | +17.0% |
| 5Y | +11.7% | +50.6% | -38.9% | -10.5% |
| 10Y | +375.7% | +208.9% | +166.8% | +155.3% |
| All | +624.2% | +338.1% | +286.1% | +224.9% |
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