+125,387.6%
AAPL vs TMO
+8,096.9%
+117,290.7%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.7% |
| 7D | -0.5% | -2.5% | +2.0% | +0.5% |
| 30D | +7.1% | -0.3% | +7.4% | +7.1% |
| 3M | +12.1% | +25.3% | -13.2% | +1.9% |
| 6M | +25.4% | +20.9% | +4.6% | +14.6% |
| YTD | +20.5% | +4.3% | +16.1% | +16.3% |
| 1Y | +44.5% | +27.0% | +17.5% | +28.1% |
| 3Y | +85.8% | +17.5% | +68.3% | +66.5% |
| 5Y | +124.8% | +6.9% | +117.8% | +107.0% |
| 10Y | +1,284.7% | +332.0% | +952.7% | +637.1% |
| All | +125,387.6% | +8,096.9% | +117,290.7% | +19,283.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling