+15,893.3%
INTC vs TMO
+8,096.9%
+7,796.4%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.4% |
| 7D | +9.4% | -2.5% | +11.9% | +10.5% |
| 30D | +2.7% | -0.3% | +3.0% | +2.5% |
| 3M | -6.3% | +25.3% | -31.5% | -16.2% |
| 6M | +114.5% | +20.9% | +93.6% | +92.9% |
| YTD | +171.9% | +4.3% | +167.6% | +161.5% |
| 1Y | +305.0% | +27.0% | +278.0% | +255.9% |
| 3Y | +168.3% | +17.5% | +150.8% | +140.9% |
| 5Y | +102.3% | +6.9% | +95.4% | +86.8% |
| 10Y | +249.4% | +332.0% | -82.6% | +74.9% |
| All | +15,893.3% | +8,096.9% | +7,796.4% | +2,049.5% |
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