+328.6%
TMO vs ECL
+160.1%
+168.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.3% |
| 7D | -0.6% | -1.1% | +0.5% | -0.2% |
| 30D | +1.1% | -0.8% | +1.9% | +1.5% |
| 3M | +28.3% | +5.0% | +23.3% | +25.4% |
| 6M | +23.3% | +0.2% | +23.0% | +22.6% |
| YTD | +5.5% | +5.8% | -0.3% | +2.2% |
| 1Y | +24.5% | +1.5% | +23.0% | +22.5% |
| 3Y | +19.6% | +55.0% | -35.4% | -4.0% |
| 5Y | +8.1% | +29.3% | -21.2% | -8.3% |
| All | +328.6% | +160.1% | +168.5% | +141.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling