+24.5%
TMO vs DTE
+1.0%
+23.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.0% |
| 7D | -0.6% | -2.6% | +1.9% | -0.8% |
| 30D | +1.1% | -4.4% | +5.5% | +0.8% |
| 3M | +28.3% | -8.3% | +36.7% | +28.2% |
| 6M | +23.3% | -8.1% | +31.3% | +23.7% |
| YTD | +5.5% | +4.4% | +1.0% | +6.5% |
| 1Y | +24.5% | +0.2% | +24.4% | +27.3% |
| All | +24.5% | +1.0% | +23.6% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling