+222.2%
TMO vs SE
+553.8%
-331.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.3% |
| 7D | -0.6% | -5.2% | +4.6% | +0.1% |
| 30D | +1.1% | -17.1% | +18.2% | +3.8% |
| 3M | +28.3% | +24.0% | +4.4% | +23.7% |
| 6M | +23.3% | +21.0% | +2.3% | +18.9% |
| YTD | +5.5% | -16.7% | +22.2% | +6.9% |
| 1Y | +24.5% | -45.9% | +70.5% | +33.8% |
| 3Y | +19.6% | +177.8% | -158.3% | -2.7% |
| 5Y | +8.1% | -67.4% | +75.5% | +13.6% |
| All | +222.2% | +553.8% | -331.6% | +87.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling