+8,096.9%
TMO vs EQT
+2,995.6%
+5,101.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -2.5% | -1.2% | -1.3% | -2.3% |
| 30D | -0.3% | +1.1% | -1.4% | -0.5% |
| 3M | +25.3% | +4.8% | +20.5% | +23.9% |
| 6M | +20.9% | -10.6% | +31.4% | +22.8% |
| YTD | +4.3% | +3.4% | +0.9% | +2.9% |
| 1Y | +27.0% | +8.7% | +18.4% | +23.8% |
| 3Y | +17.5% | +35.0% | -17.5% | +7.2% |
| 5Y | +6.9% | +204.2% | -197.3% | -21.2% |
| 10Y | +332.0% | +52.5% | +279.5% | +224.7% |
| All | +8,096.9% | +2,995.6% | +5,101.3% | +2,456.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling