+3.6%
GOOG vs TMO
+26.9%
-23.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.1% | +3.1% |
| 7D | -10.7% | +0.3% | -11.0% | -10.8% |
| 30D | -16.4% | +4.3% | -20.8% | -16.8% |
| 3M | -23.4% | +25.1% | -48.5% | -24.9% |
| 6M | -24.2% | +52.9% | -77.1% | -29.0% |
| YTD | -8.3% | +22.2% | -30.5% | -10.1% |
| 1Y | +3.6% | +25.4% | -21.8% | +0.5% |
| All | +3.6% | +26.9% | -23.3% | +0.5% |
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