-60.9%
ADBE vs TMO
+7.9%
-68.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.8% |
| 7D | -5.4% | -0.6% | -4.7% | -5.0% |
| 30D | -2.5% | +1.1% | -3.6% | -3.0% |
| 3M | +15.3% | +28.3% | -13.1% | +1.8% |
| 6M | -7.8% | +23.3% | -31.1% | -17.4% |
| YTD | -27.9% | +5.5% | -33.4% | -30.5% |
| 1Y | -28.0% | +24.5% | -52.6% | -36.7% |
| 3Y | -55.3% | +19.6% | -74.9% | -61.3% |
| All | -60.9% | +7.9% | -68.8% | -63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling