+26.8%
TMO vs EXE
+187.5%
-160.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.5% |
| 7D | -0.5% | -2.7% | +2.3% | -0.3% |
| 30D | +1.0% | -0.4% | +1.4% | +1.0% |
| 3M | +22.7% | +9.5% | +13.2% | +21.9% |
| 6M | +19.0% | -9.3% | +28.4% | +19.7% |
| YTD | +4.7% | -10.9% | +15.6% | +5.4% |
| 1Y | +26.0% | +4.3% | +21.7% | +25.0% |
| 3Y | +18.0% | +18.8% | -0.8% | +15.2% |
| 5Y | +8.0% | +101.4% | -93.4% | +9.7% |
| All | +26.8% | +187.5% | -160.7% | +33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling