+58.8%
TMO vs FE
+50.7%
+8.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.1% |
| 7D | +0.8% | +1.2% | -0.4% | +0.6% |
| 30D | +4.0% | +4.5% | -0.5% | +3.2% |
| 3M | +17.6% | +1.3% | +16.3% | +17.3% |
| 6M | +57.3% | +8.7% | +48.6% | +54.8% |
| YTD | +21.2% | +9.2% | +12.0% | +18.0% |
| 1Y | +21.1% | +7.0% | +14.2% | +18.6% |
| 3Y | +58.8% | +51.4% | +7.4% | +33.6% |
| All | +58.8% | +50.7% | +8.2% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 3y: compounded portfolio wealth divided by compounded FE 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…
3y analysis · Full analysis span regression · 6 months rolling