+3,529.5%
TMO vs EME
+63,295.5%
-59,766.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.3% | -3.2% | +0.1% |
| 7D | -0.6% | +3.5% | -4.2% | -1.5% |
| 30D | +1.1% | -6.3% | +7.5% | +2.5% |
| 3M | +28.3% | -3.8% | +32.1% | +28.1% |
| 6M | +23.3% | +8.5% | +14.8% | +19.0% |
| YTD | +5.5% | +27.8% | -22.4% | -2.5% |
| 1Y | +24.5% | +22.2% | +2.3% | +15.3% |
| 3Y | +19.6% | +253.5% | -233.9% | -17.4% |
| 5Y | +8.1% | +578.6% | -570.5% | -37.4% |
| 10Y | +336.7% | +1,355.6% | -1,018.8% | +97.1% |
| All | +3,529.5% | +63,295.5% | -59,766.0% | +849.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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