+6.9%
TMO vs FE
+47.9%
-40.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -2.5% | -1.7% | -0.8% | -1.9% |
| 30D | -0.3% | -1.3% | +1.0% | +0.1% |
| 3M | +25.3% | +0.6% | +24.7% | +25.0% |
| 6M | +20.9% | -6.8% | +27.7% | +23.4% |
| YTD | +4.3% | +6.4% | -2.1% | +1.3% |
| 1Y | +27.0% | +11.3% | +15.8% | +21.2% |
| 3Y | +17.5% | +47.1% | -29.6% | -1.5% |
| 5Y | +6.9% | +50.4% | -43.5% | -10.8% |
| All | +6.9% | +47.9% | -40.9% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling