+10.6%
TMO vs EAT
+313.1%
-302.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | -0.6% | -7.7% | +7.1% | +0.3% |
| 30D | +1.1% | -13.6% | +14.7% | +2.8% |
| 3M | +28.3% | +33.9% | -5.5% | +23.5% |
| 6M | +23.3% | +47.2% | -23.9% | +16.8% |
| YTD | +5.5% | +48.1% | -42.6% | -0.3% |
| 1Y | +24.5% | +33.7% | -9.1% | +18.9% |
| 3Y | +19.6% | +595.8% | -576.2% | -11.6% |
| All | +10.6% | +313.1% | -302.5% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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