+655.9%
STM vs TMO
+338.2%
+317.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +0.9% |
| 7D | -1.4% | -0.6% | -0.8% | -1.0% |
| 30D | -4.9% | +1.1% | -6.1% | -5.8% |
| 3M | -34.0% | +28.3% | -62.3% | -44.4% |
| 6M | +51.8% | +23.3% | +28.6% | +28.3% |
| YTD | +99.4% | +5.5% | +93.9% | +86.6% |
| 1Y | +99.1% | +24.5% | +74.5% | +65.3% |
| 3Y | +19.5% | +19.6% | -0.1% | -1.5% |
| 5Y | +19.5% | +8.1% | +11.4% | +3.5% |
| All | +655.9% | +338.2% | +317.6% | +187.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling