-6.7%
SBUX vs TMO
+7.9%
-14.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | -5.5% | -0.6% | -4.8% | -5.3% |
| 30D | -8.5% | +1.1% | -9.6% | -8.9% |
| 3M | -2.9% | +28.3% | -31.2% | -11.5% |
| 6M | -1.5% | +23.3% | -24.8% | -9.6% |
| YTD | +19.4% | +5.5% | +13.9% | +16.2% |
| 1Y | +22.9% | +24.5% | -1.6% | +11.6% |
| 3Y | +11.3% | +19.6% | -8.3% | -0.6% |
| All | -6.7% | +7.9% | -14.6% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling