+41.2%
GOOGL vs TMO
+27.4%
+13.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.7% |
| 7D | 0.0% | -0.6% | +0.7% | +0.1% |
| 30D | -1.4% | +1.1% | -2.5% | -1.5% |
| 3M | -5.3% | +28.3% | -33.7% | -8.7% |
| 6M | +9.8% | +23.3% | -13.5% | +6.5% |
| YTD | +8.4% | +5.5% | +2.9% | +7.0% |
| 1Y | +41.2% | +24.5% | +16.6% | +38.4% |
| All | +41.2% | +27.4% | +13.8% | +38.4% |
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