+328.6%
TMO vs EXPE
+169.0%
+159.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.9% |
| 7D | -0.6% | -5.8% | +5.1% | +0.3% |
| 30D | +1.1% | -13.6% | +14.7% | +3.4% |
| 3M | +28.3% | +25.2% | +3.2% | +23.4% |
| 6M | +23.3% | +22.3% | +0.9% | +18.9% |
| YTD | +5.5% | -0.3% | +5.8% | +4.3% |
| 1Y | +24.5% | +27.8% | -3.3% | +18.1% |
| 3Y | +19.6% | +162.4% | -142.9% | +0.4% |
| 5Y | +8.1% | +95.8% | -87.7% | -8.6% |
| All | +328.6% | +169.0% | +159.7% | +232.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling