+19.6%
TMO vs TE
-26.8%
+46.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.1% |
| 7D | -0.6% | +0.2% | -0.9% | -0.7% |
| 30D | +1.1% | -5.9% | +7.0% | +1.2% |
| 3M | +28.3% | -45.6% | +73.9% | +29.9% |
| 6M | +23.3% | -43.4% | +66.6% | +23.6% |
| YTD | +5.5% | -31.0% | +36.4% | +4.4% |
| 1Y | +24.5% | +145.2% | -120.7% | +14.9% |
| 3Y | +19.6% | -24.1% | +43.6% | +18.8% |
| All | +19.6% | -26.8% | +46.4% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 3y: compounded portfolio wealth divided by compounded TE 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…
3y analysis · Full analysis span regression · 6 months rolling