+10.6%
TMO vs EXE
+97.7%
-87.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.3% |
| 7D | -0.6% | -3.1% | +2.5% | -0.4% |
| 30D | +1.1% | -0.9% | +2.0% | +1.2% |
| 3M | +28.3% | +9.6% | +18.8% | +27.2% |
| 6M | +23.3% | -11.6% | +34.9% | +24.5% |
| YTD | +5.5% | -12.6% | +18.0% | +6.4% |
| 1Y | +24.5% | +1.2% | +23.4% | +23.6% |
| 3Y | +19.6% | +18.0% | +1.5% | +15.7% |
| All | +10.6% | +97.7% | -87.1% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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