+2,285.7%
STM vs TMO
+3,850.4%
-1,564.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.6% | +2.3% |
| 7D | +5.8% | -1.4% | +7.1% | +6.6% |
| 30D | -1.0% | +6.2% | -7.2% | -4.7% |
| 3M | -33.3% | +27.5% | -60.7% | -43.8% |
| 6M | +57.4% | +20.0% | +37.4% | +35.0% |
| YTD | +102.2% | +6.1% | +96.1% | +86.7% |
| 1Y | +99.6% | +25.8% | +73.7% | +64.6% |
| 3Y | +14.5% | +11.2% | +3.3% | -0.6% |
| 5Y | +21.4% | +9.6% | +11.8% | +5.3% |
| 10Y | +695.0% | +317.8% | +377.2% | +201.9% |
| All | +2,285.7% | +3,850.4% | -1,564.7% | +137.7% |
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