+2,080.5%
TMO vs EL
+1,598.2%
+482.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +1.3% |
| 7D | -0.5% | -2.4% | +1.9% | +0.2% |
| 30D | +1.0% | +13.7% | -12.7% | -3.1% |
| 3M | +22.7% | +14.5% | +8.2% | +17.2% |
| 6M | +19.0% | +7.4% | +11.6% | +14.5% |
| YTD | +4.7% | -4.7% | +9.4% | +3.4% |
| 1Y | +26.0% | +12.9% | +13.1% | +17.3% |
| 3Y | +18.0% | -32.2% | +50.2% | +20.4% |
| 5Y | +8.0% | -68.4% | +76.4% | +36.3% |
| 10Y | +333.8% | +28.3% | +305.5% | +242.2% |
| All | +2,080.5% | +1,598.2% | +482.3% | +637.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling