+188.3%
AMAT vs TMO
+25.0%
+163.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -0.9% |
| 7D | +6.9% | -0.5% | +7.4% | +7.0% |
| 30D | -10.1% | +1.0% | -11.1% | -10.2% |
| 3M | -6.0% | +22.7% | -28.7% | -10.5% |
| 6M | +38.6% | +19.0% | +19.6% | +33.3% |
| YTD | +83.1% | +4.7% | +78.4% | +87.8% |
| 1Y | +188.3% | +26.0% | +162.3% | +175.2% |
| All | +188.3% | +25.0% | +163.4% | +175.2% |
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