+8,187.2%
TMO vs ETR
+4,330.6%
+3,856.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -0.6% | -1.8% | +1.2% | -0.1% |
| 30D | +1.1% | -1.8% | +2.9% | +1.6% |
| 3M | +28.3% | -3.6% | +31.9% | +29.6% |
| 6M | +23.3% | +2.6% | +20.6% | +21.5% |
| YTD | +5.5% | +16.0% | -10.6% | 0.0% |
| 1Y | +24.5% | +20.1% | +4.4% | +16.8% |
| 3Y | +19.6% | +143.6% | -124.0% | -11.2% |
| 5Y | +8.1% | +124.4% | -116.2% | -18.3% |
| 10Y | +336.7% | +295.4% | +41.4% | +169.3% |
| All | +8,187.2% | +4,330.6% | +3,856.5% | +2,739.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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