+8,096.9%
TMO vs DE
+14,511.5%
-6,414.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -2.5% | -2.4% | -0.1% | -1.8% |
| 30D | -0.3% | +9.7% | -10.0% | -3.2% |
| 3M | +25.3% | +21.4% | +3.9% | +17.8% |
| 6M | +20.9% | +15.0% | +5.8% | +15.0% |
| YTD | +4.3% | +46.4% | -42.1% | -8.2% |
| 1Y | +27.0% | +45.6% | -18.6% | +11.8% |
| 3Y | +17.5% | +76.8% | -59.3% | -3.5% |
| 5Y | +6.9% | +99.4% | -92.5% | -17.6% |
| 10Y | +332.0% | +864.6% | -532.6% | +95.8% |
| All | +8,096.9% | +14,511.5% | -6,414.6% | +1,647.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling