+358.7%
ALAB vs TMO
+4.6%
+354.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -4.9% | -5.2% |
| 7D | +0.6% | -2.5% | +3.1% | +1.2% |
| 30D | -8.8% | -0.3% | -8.5% | -8.7% |
| 3M | -14.0% | +25.3% | -39.3% | -19.7% |
| 6M | +144.3% | +20.9% | +123.4% | +129.2% |
| YTD | +71.0% | +4.3% | +66.7% | +69.0% |
| 1Y | +23.5% | +27.0% | -3.5% | +15.0% |
| All | +358.7% | +4.6% | +354.1% | +307.4% |
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