+4,521.4%
DELL vs TMO
+299.2%
+4,222.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -4.9% | -5.2% |
| 7D | -1.9% | -2.5% | +0.6% | -0.8% |
| 30D | +14.9% | -0.3% | +15.2% | +15.0% |
| 3M | +37.2% | +25.3% | +12.0% | +22.7% |
| 6M | +254.0% | +20.9% | +233.1% | +219.7% |
| YTD | +306.1% | +4.3% | +301.8% | +292.4% |
| 1Y | +312.3% | +27.0% | +285.2% | +261.5% |
| 3Y | +654.0% | +17.5% | +636.5% | +570.0% |
| 5Y | +1,055.3% | +6.9% | +1,048.4% | +952.2% |
| 10Y | +3,948.9% | +332.0% | +3,617.0% | +1,691.6% |
| All | +4,521.4% | +299.2% | +4,222.2% | +2,017.7% |
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 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