+365.4%
STX vs TMO
+27.8%
+337.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.8% | +7.1% | +6.4% |
| 7D | +2.4% | -1.4% | +3.7% | +2.4% |
| 30D | +1.4% | +6.2% | -4.8% | +1.2% |
| 3M | -8.2% | +27.5% | -35.7% | -11.3% |
| 6M | +127.0% | +20.0% | +107.1% | +124.0% |
| YTD | +209.1% | +6.1% | +203.0% | +224.0% |
| 1Y | +365.4% | +25.8% | +339.6% | +344.0% |
| All | +365.4% | +27.8% | +337.6% | +344.0% |
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