+318.3%
INTC vs TMO
+27.4%
+290.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.5% |
| 7D | +7.5% | -0.6% | +8.1% | +7.5% |
| 30D | +2.0% | +1.1% | +0.8% | +1.9% |
| 3M | -12.0% | +28.3% | -40.3% | -16.4% |
| 6M | +114.5% | +23.3% | +91.3% | +104.8% |
| YTD | +179.0% | +5.5% | +173.5% | +198.7% |
| 1Y | +318.3% | +24.5% | +293.7% | +317.8% |
| All | +318.3% | +27.4% | +290.9% | +317.8% |
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