+3,343.4%
STX vs TMO
+338.2%
+3,005.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -4.2% |
| 7D | -2.3% | -0.6% | -1.6% | -2.1% |
| 30D | -5.5% | +1.1% | -6.6% | -6.3% |
| 3M | -4.3% | +28.3% | -32.6% | -15.5% |
| 6M | +115.6% | +23.3% | +92.4% | +91.9% |
| YTD | +202.2% | +5.5% | +196.7% | +189.5% |
| 1Y | +325.3% | +24.5% | +300.7% | +275.6% |
| 3Y | +1,283.9% | +19.6% | +1,264.3% | +1,119.5% |
| 5Y | +1,048.3% | +8.1% | +1,040.2% | +949.4% |
| All | +3,343.4% | +338.2% | +3,005.2% | +1,539.3% |
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