+1,707.5%
AMAT vs TMO
+320.9%
+1,386.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -1.1% |
| 7D | +6.9% | -0.5% | +7.4% | +7.1% |
| 30D | -10.1% | +1.0% | -11.1% | -10.9% |
| 3M | -6.0% | +22.7% | -28.7% | -18.5% |
| 6M | +38.6% | +19.0% | +19.6% | +20.9% |
| YTD | +83.1% | +4.7% | +78.4% | +73.5% |
| 1Y | +188.3% | +26.0% | +162.3% | +140.0% |
| 3Y | +225.3% | +18.0% | +207.3% | +174.5% |
| 5Y | +262.0% | +8.0% | +254.0% | +219.8% |
| 10Y | +1,707.5% | +333.8% | +1,373.7% | +535.9% |
| All | +1,707.5% | +320.9% | +1,386.6% | +535.9% |
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