+2,273.4%
STM vs TMO
+3,781.1%
-1,507.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | +0.5% |
| 7D | +5.2% | +0.4% | +4.8% | +4.9% |
| 30D | -7.4% | +1.5% | -8.9% | -8.4% |
| 3M | -30.6% | +28.5% | -59.2% | -42.0% |
| 6M | +66.4% | +20.4% | +46.0% | +42.3% |
| YTD | +101.1% | +4.3% | +96.9% | +87.7% |
| 1Y | +97.4% | +24.1% | +73.3% | +64.1% |
| 3Y | +21.1% | +17.5% | +3.7% | +1.6% |
| 5Y | +22.5% | +6.8% | +15.7% | +7.8% |
| 10Y | +657.6% | +311.9% | +345.7% | +190.1% |
| All | +2,273.4% | +3,781.1% | -1,507.7% | +138.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling