+328.6%
TMO vs EW
+120.5%
+208.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.9% | +2.0% |
| 7D | -0.6% | -6.2% | +5.5% | +1.3% |
| 30D | +1.1% | -9.3% | +10.5% | +4.2% |
| 3M | +28.3% | -1.6% | +30.0% | +28.8% |
| 6M | +23.3% | -0.8% | +24.1% | +23.3% |
| YTD | +5.5% | -1.0% | +6.5% | +5.4% |
| 1Y | +24.5% | +8.2% | +16.4% | +20.8% |
| 3Y | +19.6% | +12.7% | +6.9% | +8.2% |
| 5Y | +8.1% | -30.2% | +38.3% | +14.1% |
| All | +328.6% | +120.5% | +208.2% | +192.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling