+8,094.7%
TMO vs EXC
+2,371.2%
+5,723.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.0% |
| 7D | +0.4% | +1.2% | -0.8% | +0.1% |
| 30D | +1.5% | -2.7% | +4.2% | +2.3% |
| 3M | +28.5% | -1.0% | +29.5% | +28.8% |
| 6M | +20.4% | -9.3% | +29.6% | +23.3% |
| YTD | +4.3% | +3.6% | +0.7% | +2.5% |
| 1Y | +24.1% | +5.9% | +18.2% | +21.0% |
| 3Y | +17.5% | +21.3% | -3.8% | +8.8% |
| 5Y | +6.8% | +46.2% | -39.4% | -6.7% |
| 10Y | +311.9% | +151.5% | +160.4% | +200.8% |
| All | +8,094.7% | +2,371.2% | +5,723.6% | +3,602.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling