+9.4%
TMO vs EQT
+197.4%
-188.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -2.5% | -1.2% | -1.3% | -2.4% |
| 30D | -0.3% | +1.1% | -1.4% | -0.4% |
| 3M | +25.3% | +4.8% | +20.5% | +24.7% |
| 6M | +20.9% | -10.6% | +31.4% | +21.8% |
| YTD | +4.3% | +3.4% | +0.9% | +3.6% |
| 1Y | +27.0% | +8.7% | +18.4% | +25.5% |
| 3Y | +17.5% | +35.0% | -17.5% | +12.1% |
| All | +9.4% | +197.4% | -188.0% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 5y: compounded portfolio wealth divided by compounded EQT 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…
5y analysis · Full analysis span regression · 6 months rolling