+214.0%
AMAT vs TMO
+15.8%
+198.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.6% |
| 7D | -1.5% | -1.4% | -0.2% | -1.0% |
| 30D | -14.8% | +6.2% | -21.0% | -16.9% |
| 3M | -9.3% | +27.5% | -36.7% | -18.7% |
| 6M | +27.4% | +20.0% | +7.4% | +16.7% |
| YTD | +77.6% | +6.1% | +71.4% | +73.1% |
| 1Y | +188.9% | +25.8% | +163.1% | +157.0% |
| All | +214.0% | +15.8% | +198.3% | +170.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling