+9.4%
TMO vs EW
-28.6%
+38.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -2.5% | -3.4% | +0.9% | -1.6% |
| 30D | -0.3% | -7.4% | +7.1% | +1.6% |
| 3M | +25.3% | +0.9% | +24.3% | +24.8% |
| 6M | +20.9% | +1.2% | +19.7% | +20.3% |
| YTD | +4.3% | +1.8% | +2.5% | +3.6% |
| 1Y | +27.0% | +10.8% | +16.2% | +23.4% |
| 3Y | +17.5% | +17.1% | +0.4% | +6.3% |
| All | +9.4% | -28.6% | +38.0% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling