+3,847.4%
ANET vs TMO
+338.2%
+3,509.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.1% | +4.5% | +5.0% |
| 7D | +3.0% | -0.6% | +3.6% | +3.4% |
| 30D | -5.2% | +1.1% | -6.3% | -5.9% |
| 3M | +27.6% | +28.3% | -0.7% | +9.9% |
| 6M | +44.4% | +23.3% | +21.1% | +25.7% |
| YTD | +52.3% | +5.5% | +46.9% | +45.0% |
| 1Y | +30.4% | +24.5% | +5.9% | +12.0% |
| 3Y | +313.3% | +19.6% | +293.7% | +250.3% |
| 5Y | +810.0% | +8.1% | +801.9% | +706.0% |
| All | +3,847.4% | +338.2% | +3,509.2% | +1,316.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling