+48.5%
AMZN vs TMO
+7.9%
+40.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.5% |
| 7D | -0.7% | -0.6% | 0.0% | -0.4% |
| 30D | -3.9% | +1.1% | -5.1% | -4.5% |
| 3M | +6.3% | +28.3% | -22.0% | -5.6% |
| 6M | +20.8% | +23.3% | -2.5% | +8.4% |
| YTD | +11.2% | +5.5% | +5.8% | +7.4% |
| 1Y | +11.7% | +24.5% | -12.9% | -1.2% |
| 3Y | +79.4% | +19.6% | +59.9% | +56.4% |
| All | +48.5% | +7.9% | +40.7% | +30.7% |
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