+8,094.7%
TMO vs EMR
+4,021.7%
+4,073.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.6% |
| 7D | +0.4% | +3.1% | -2.6% | -0.9% |
| 30D | +1.5% | -3.5% | +5.1% | +3.0% |
| 3M | +28.5% | +9.8% | +18.8% | +23.0% |
| 6M | +20.4% | +10.8% | +9.6% | +14.2% |
| YTD | +4.3% | +15.9% | -11.7% | -3.4% |
| 1Y | +24.1% | +16.4% | +7.7% | +14.4% |
| 3Y | +17.5% | +62.1% | -44.6% | -7.7% |
| 5Y | +6.8% | +62.9% | -56.1% | -17.4% |
| 10Y | +311.9% | +267.8% | +44.1% | +105.4% |
| All | +8,094.7% | +4,021.7% | +4,073.1% | +1,577.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling