+3,741.2%
TMO vs EWT
+573.9%
+3,167.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.6% |
| 7D | -2.5% | -1.1% | -1.4% | -2.0% |
| 30D | -0.3% | +4.8% | -5.1% | -2.3% |
| 3M | +25.3% | +11.1% | +14.1% | +18.3% |
| 6M | +20.9% | +54.6% | -33.8% | -1.4% |
| YTD | +4.3% | +71.4% | -67.1% | -18.8% |
| 1Y | +27.0% | +82.1% | -55.1% | -3.8% |
| 3Y | +17.5% | +193.2% | -175.7% | -28.4% |
| 5Y | +6.9% | +146.1% | -139.1% | -30.1% |
| 10Y | +332.0% | +505.0% | -173.0% | +92.6% |
| All | +3,741.2% | +573.9% | +3,167.3% | +1,074.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling