+268.9%
AMAT vs TMO
+7.5%
+261.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.7% | +4.9% |
| 7D | +7.0% | +0.4% | +6.6% | +6.7% |
| 30D | -12.2% | +1.5% | -13.7% | -13.1% |
| 3M | -3.8% | +28.5% | -32.4% | -17.5% |
| 6M | +45.9% | +20.4% | +25.6% | +28.7% |
| YTD | +84.6% | +4.3% | +80.4% | +77.8% |
| 1Y | +193.4% | +24.1% | +169.3% | +152.0% |
| 3Y | +228.1% | +17.5% | +210.6% | +183.3% |
| 5Y | +268.9% | +6.8% | +262.1% | +235.7% |
| All | +268.9% | +7.5% | +261.4% | +235.7% |
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