+10.6%
TMO vs DE
+97.2%
-86.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -0.6% | -2.6% | +1.9% | -0.1% |
| 30D | +1.1% | +9.0% | -7.9% | -0.9% |
| 3M | +28.3% | +19.1% | +9.2% | +23.0% |
| 6M | +23.3% | +14.4% | +8.9% | +18.9% |
| YTD | +5.5% | +45.9% | -40.5% | -4.7% |
| 1Y | +24.5% | +43.6% | -19.1% | +12.8% |
| 3Y | +19.6% | +75.9% | -56.3% | +2.4% |
| All | +10.6% | +97.2% | -86.6% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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