+328.6%
TMO vs EMR
+284.0%
+44.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.2% |
| 7D | -0.6% | -0.4% | -0.2% | -0.5% |
| 30D | +1.1% | -6.8% | +7.9% | +3.6% |
| 3M | +28.3% | +7.5% | +20.9% | +24.6% |
| 6M | +23.3% | +9.9% | +13.4% | +18.3% |
| YTD | +5.5% | +16.0% | -10.5% | -1.1% |
| 1Y | +24.5% | +12.4% | +12.1% | +17.8% |
| 3Y | +19.6% | +60.2% | -40.7% | -1.5% |
| 5Y | +8.1% | +67.9% | -59.7% | -13.5% |
| All | +328.6% | +284.0% | +44.6% | +155.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 10y: compounded portfolio wealth divided by compounded EMR 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…
10y analysis · Full analysis span regression · 6 months rolling