+19.6%
STM vs TMO
+7.5%
+12.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -1.0% |
| 7D | +1.7% | -0.5% | +2.1% | +1.9% |
| 30D | -5.2% | +1.0% | -6.2% | -5.7% |
| 3M | -29.6% | +22.7% | -52.3% | -37.5% |
| 6M | +54.4% | +19.0% | +35.3% | +37.1% |
| YTD | +99.5% | +4.7% | +94.8% | +91.6% |
| 1Y | +100.8% | +26.0% | +74.7% | +70.4% |
| 3Y | +20.2% | +18.0% | +2.2% | +1.9% |
| All | +19.6% | +7.5% | +12.1% | +4.6% |
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