+61.4%
AMAT vs TMO
+26.9%
+34.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.4% |
| 7D | -11.2% | +0.3% | -11.5% | -11.2% |
| 30D | -31.9% | +4.3% | -36.2% | -32.1% |
| 3M | -32.3% | +25.1% | -57.5% | -34.1% |
| 6M | -5.4% | +52.9% | -58.3% | -12.8% |
| YTD | +44.3% | +22.2% | +22.0% | +49.5% |
| 1Y | +61.4% | +25.4% | +36.0% | +66.0% |
| All | +61.4% | +26.9% | +34.5% | +66.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling