+1,278.0%
AAPL vs TMO
+338.2%
+939.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.2% |
| 7D | +3.8% | -0.6% | +4.5% | +4.2% |
| 30D | +9.9% | +1.1% | +8.8% | +9.2% |
| 3M | +12.5% | +28.3% | -15.8% | -1.0% |
| 6M | +27.6% | +23.3% | +4.4% | +13.2% |
| YTD | +22.6% | +5.5% | +17.1% | +17.2% |
| 1Y | +45.0% | +24.5% | +20.4% | +26.0% |
| 3Y | +87.8% | +19.6% | +68.2% | +60.8% |
| 5Y | +128.7% | +8.1% | +120.6% | +102.0% |
| All | +1,278.0% | +338.2% | +939.8% | +496.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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