+328.6%
TMO vs EWT
+523.5%
-194.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.3% |
| 7D | -0.6% | -1.1% | +0.5% | -0.1% |
| 30D | +1.1% | +4.5% | -3.3% | -1.0% |
| 3M | +28.3% | +8.3% | +20.1% | +21.9% |
| 6M | +23.3% | +54.2% | -31.0% | -3.8% |
| YTD | +5.5% | +74.6% | -69.1% | -23.3% |
| 1Y | +24.5% | +84.9% | -60.4% | -12.5% |
| 3Y | +19.6% | +197.5% | -178.0% | -37.7% |
| 5Y | +8.1% | +150.6% | -142.5% | -38.6% |
| All | +328.6% | +523.5% | -194.9% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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