+39.7%
GOOG vs TMO
+27.4%
+12.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.5% |
| 7D | 0.0% | -0.6% | +0.7% | +0.1% |
| 30D | -2.0% | +1.1% | -3.1% | -2.0% |
| 3M | -5.9% | +28.3% | -34.2% | -9.2% |
| 6M | +8.9% | +23.3% | -14.4% | +5.6% |
| YTD | +7.1% | +5.5% | +1.7% | +5.9% |
| 1Y | +39.7% | +24.5% | +15.1% | +36.8% |
| All | +39.7% | +27.4% | +12.3% | +36.8% |
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