+12.3%
TMO vs SE
-78.2%
+90.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | +0.8% | -0.5% | +1.3% | +0.8% |
| 30D | +4.0% | -20.9% | +24.9% | +6.9% |
| 3M | +17.6% | -38.9% | +56.5% | +24.6% |
| 6M | +57.3% | -19.4% | +76.7% | +60.2% |
| YTD | +21.2% | -40.9% | +62.1% | +27.6% |
| 1Y | +21.1% | -46.2% | +67.3% | +28.8% |
| 3Y | +58.8% | +63.7% | -4.9% | +42.9% |
| All | +12.3% | -78.2% | +90.5% | +22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling