+8,187.2%
TMO vs DTE
+3,398.4%
+4,788.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.6% |
| 7D | -0.6% | -2.6% | +1.9% | +0.3% |
| 30D | +1.1% | -4.4% | +5.5% | +2.7% |
| 3M | +28.3% | -8.3% | +36.7% | +32.2% |
| 6M | +23.3% | -8.1% | +31.3% | +26.5% |
| YTD | +5.5% | +4.4% | +1.0% | +3.1% |
| 1Y | +24.5% | +0.2% | +24.4% | +23.4% |
| 3Y | +19.6% | +42.6% | -23.0% | +3.1% |
| 5Y | +8.1% | +31.5% | -23.3% | -4.5% |
| 10Y | +336.7% | +138.2% | +198.5% | +192.4% |
| All | +8,187.2% | +3,398.4% | +4,788.7% | +2,374.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling