+9,422.9%
TMO vs EXC
+2,500.5%
+6,922.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | -0.3% |
| 7D | +0.8% | +1.4% | -0.6% | +0.4% |
| 30D | +4.0% | +8.6% | -4.6% | +1.5% |
| 3M | +17.6% | +2.4% | +15.2% | +16.5% |
| 6M | +57.3% | +6.5% | +50.8% | +53.9% |
| YTD | +21.2% | +9.0% | +12.1% | +17.2% |
| 1Y | +21.1% | +4.6% | +16.5% | +18.4% |
| 3Y | +58.8% | +33.5% | +25.3% | +42.9% |
| 5Y | +11.8% | +41.4% | -29.6% | -1.5% |
| 10Y | +376.2% | +204.3% | +172.0% | +229.8% |
| All | +9,422.9% | +2,500.5% | +6,922.4% | +4,131.3% |
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