+25.8%
TMO vs EL
+14.8%
+11.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.7% | -1.1% |
| 7D | -1.4% | +0.8% | -2.1% | -1.4% |
| 30D | +6.2% | +19.8% | -13.6% | +3.7% |
| 3M | +27.5% | +25.7% | +1.8% | +23.7% |
| 6M | +20.0% | +5.4% | +14.5% | +18.1% |
| YTD | +6.1% | +0.2% | +5.9% | +6.3% |
| 1Y | +25.8% | +20.4% | +5.4% | +27.7% |
| All | +25.8% | +14.8% | +11.1% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling