+6.9%
TMO vs ECL
+26.5%
-19.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -2.5% | -2.6% | +0.2% | -1.3% |
| 30D | -0.3% | -4.6% | +4.3% | +1.8% |
| 3M | +25.3% | +6.0% | +19.3% | +21.7% |
| 6M | +20.9% | -3.0% | +23.8% | +22.1% |
| YTD | +4.3% | +4.0% | +0.3% | +1.7% |
| 1Y | +27.0% | +2.0% | +25.0% | +24.5% |
| 3Y | +17.5% | +53.9% | -36.4% | -7.0% |
| 5Y | +6.9% | +27.1% | -20.2% | -16.3% |
| All | +6.9% | +26.5% | -19.6% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling