+112,209.8%
AMAT vs TMO
+9,422.9%
+102,786.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.9% | -2.8% |
| 7D | +11.4% | +0.8% | +10.6% | +11.1% |
| 30D | -17.0% | +4.0% | -21.1% | -18.3% |
| 3M | -30.6% | +17.6% | -48.2% | -36.3% |
| 6M | -14.9% | +57.3% | -72.2% | -33.9% |
| YTD | +44.7% | +21.2% | +23.5% | +28.1% |
| 1Y | +66.9% | +21.1% | +45.8% | +47.7% |
| 3Y | +153.3% | +58.8% | +94.5% | +90.3% |
| 5Y | +146.2% | +11.8% | +134.4% | +122.4% |
| 10Y | +1,330.3% | +376.2% | +954.0% | +510.7% |
| All | +112,209.8% | +9,422.9% | +102,786.9% | +9,644.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling