+19.7%
TMO vs SE
-51.6%
+71.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.7% | +1.5% | -3.5% |
| 7D | -4.5% | -1.2% | -3.3% | -4.4% |
| 30D | +3.1% | -21.7% | +24.8% | +5.8% |
| 3M | +17.2% | -34.2% | +51.4% | +22.3% |
| 6M | +45.3% | -10.5% | +55.8% | +44.4% |
| YTD | +17.1% | -40.7% | +57.9% | +21.3% |
| 1Y | +19.7% | -52.1% | +71.7% | +22.5% |
| All | +19.7% | -51.6% | +71.2% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling