+9.7%
AMZN vs TMO
+27.8%
-18.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -3.0% | -1.4% | -1.6% | -2.8% |
| 30D | -5.2% | +6.2% | -11.4% | -6.1% |
| 3M | +1.9% | +27.5% | -25.6% | -3.1% |
| 6M | +19.2% | +20.0% | -0.7% | +14.5% |
| YTD | +12.0% | +6.1% | +5.9% | +10.4% |
| 1Y | +9.7% | +25.8% | -16.2% | +6.1% |
| All | +9.7% | +27.8% | -18.1% | +6.1% |
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