+13,271.7%
GOOGL vs TMO
+2,383.2%
+10,888.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -2.8% | -2.5% | -0.4% | -1.7% |
| 30D | -3.2% | -0.3% | -2.9% | -3.2% |
| 3M | -6.6% | +25.3% | -31.9% | -16.9% |
| 6M | +8.5% | +20.9% | -12.4% | -2.5% |
| YTD | +6.5% | +4.3% | +2.2% | +2.3% |
| 1Y | +39.4% | +27.0% | +12.4% | +21.0% |
| 3Y | +146.2% | +17.5% | +128.7% | +114.9% |
| 5Y | +138.3% | +6.9% | +131.4% | +115.8% |
| 10Y | +751.7% | +332.0% | +419.7% | +277.2% |
| All | +13,271.7% | +2,383.2% | +10,888.5% | +2,648.7% |
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