+1,844.9%
TMO vs FE
+561.4%
+1,283.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -1.4% | +1.9% | -3.3% | -2.0% |
| 30D | +6.2% | -1.2% | +7.4% | +6.6% |
| 3M | +27.5% | +3.5% | +24.0% | +26.0% |
| 6M | +20.0% | -6.1% | +26.0% | +22.0% |
| YTD | +6.1% | +7.6% | -1.5% | +3.1% |
| 1Y | +25.8% | +11.9% | +13.9% | +20.6% |
| 3Y | +11.2% | +48.4% | -37.2% | -3.8% |
| 5Y | +9.6% | +44.8% | -35.2% | -5.1% |
| 10Y | +317.8% | +115.9% | +201.9% | +200.0% |
| All | +1,844.9% | +561.4% | +1,283.5% | +931.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling