+25.8%
TMO vs ET
+31.4%
-5.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.0% | -0.7% |
| 7D | -1.4% | +0.9% | -2.2% | -1.2% |
| 30D | +6.2% | +7.5% | -1.2% | +7.4% |
| 3M | +27.5% | +11.4% | +16.0% | +29.7% |
| 6M | +20.0% | +18.5% | +1.4% | +24.2% |
| YTD | +6.1% | +37.4% | -31.2% | +13.9% |
| 1Y | +25.8% | +30.9% | -5.1% | +31.2% |
| All | +25.8% | +31.4% | -5.5% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling