+9.4%
TMO vs ED
+68.4%
-59.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -2.5% | -1.9% | -0.6% | -2.1% |
| 30D | -0.3% | +0.1% | -0.4% | -0.3% |
| 3M | +25.3% | 0.0% | +25.3% | +25.3% |
| 6M | +20.9% | -2.5% | +23.4% | +21.3% |
| YTD | +4.3% | +10.1% | -5.8% | +1.4% |
| 1Y | +27.0% | +13.6% | +13.4% | +22.1% |
| 3Y | +17.5% | +32.4% | -14.9% | +4.6% |
| All | +9.4% | +68.4% | -59.0% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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