+123.8%
STX vs TMO
+26.9%
+96.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.1% | -9.3% | -8.1% |
| 7D | -20.2% | +0.3% | -20.5% | -20.2% |
| 30D | -37.2% | +4.3% | -41.5% | -37.0% |
| 3M | -34.1% | +25.1% | -59.2% | -32.2% |
| 6M | -24.5% | +52.9% | -77.4% | -24.1% |
| YTD | +102.9% | +22.2% | +80.7% | +122.5% |
| 1Y | +123.8% | +25.4% | +98.4% | +142.0% |
| All | +123.8% | +26.9% | +96.9% | +142.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling