+13,449.8%
GOOG vs TMO
+2,410.6%
+11,039.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.0% |
| 7D | 0.0% | -0.6% | +0.7% | +0.3% |
| 30D | -2.0% | +1.1% | -3.1% | -2.6% |
| 3M | -5.9% | +28.3% | -34.2% | -17.2% |
| 6M | +8.9% | +23.3% | -14.4% | -3.0% |
| YTD | +7.1% | +5.5% | +1.7% | +2.4% |
| 1Y | +39.7% | +24.5% | +15.1% | +22.5% |
| 3Y | +145.8% | +19.6% | +126.3% | +112.9% |
| 5Y | +138.6% | +8.1% | +130.5% | +114.9% |
| 10Y | +791.5% | +336.7% | +454.8% | +292.5% |
| All | +13,449.8% | +2,410.6% | +11,039.2% | +2,668.6% |
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