+6.9%
TMO vs EXC
+44.3%
-37.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -2.5% | -1.6% | -0.8% | -2.0% |
| 30D | -0.3% | -2.4% | +2.1% | +0.3% |
| 3M | +25.3% | -4.0% | +29.2% | +26.5% |
| 6M | +20.9% | -9.8% | +30.6% | +23.9% |
| YTD | +4.3% | +2.3% | +2.0% | +2.6% |
| 1Y | +27.0% | +3.8% | +23.2% | +24.1% |
| 3Y | +17.5% | +19.7% | -2.2% | +7.1% |
| 5Y | +6.9% | +45.6% | -38.7% | -5.6% |
| All | +6.9% | +44.3% | -37.3% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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