+2,097.7%
TMO vs EXPE
+770.2%
+1,327.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.6% |
| 7D | -0.5% | -11.5% | +11.0% | +1.9% |
| 30D | +1.0% | -13.1% | +14.1% | +3.7% |
| 3M | +22.7% | +18.1% | +4.6% | +18.1% |
| 6M | +19.0% | +13.3% | +5.7% | +15.4% |
| YTD | +4.7% | -3.2% | +8.0% | +4.0% |
| 1Y | +26.0% | +26.1% | -0.1% | +18.0% |
| 3Y | +18.0% | +151.7% | -133.7% | -6.2% |
| 5Y | +8.0% | +88.3% | -80.4% | -12.9% |
| 10Y | +333.8% | +158.0% | +175.7% | +197.6% |
| All | +2,097.7% | +770.2% | +1,327.5% | +745.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling