+18.8%
TMO vs FE
+46.9%
-28.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.6% |
| 7D | -0.5% | -0.2% | -0.3% | -0.4% |
| 30D | +1.0% | -1.2% | +2.2% | +1.2% |
| 3M | +22.7% | +1.7% | +21.1% | +22.4% |
| 6M | +19.0% | -7.5% | +26.5% | +20.9% |
| YTD | +4.7% | +6.3% | -1.6% | +2.4% |
| 1Y | +26.0% | +10.9% | +15.2% | +21.5% |
| All | +18.8% | +46.9% | -28.1% | +1.3% |
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