+218.6%
TMO vs SE
+597.4%
-378.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.9% |
| 7D | +0.4% | +0.6% | -0.2% | +0.3% |
| 30D | +1.5% | -0.1% | +1.6% | +1.3% |
| 3M | +28.5% | +34.1% | -5.6% | +22.5% |
| 6M | +20.4% | +23.2% | -2.8% | +15.8% |
| YTD | +4.3% | -11.2% | +15.4% | +4.7% |
| 1Y | +24.1% | -40.5% | +64.6% | +31.6% |
| 3Y | +17.5% | +196.3% | -178.8% | -5.3% |
| 5Y | +6.8% | -67.0% | +73.8% | +12.2% |
| All | +218.6% | +597.4% | -378.8% | +83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling