+325.3%
STX vs TMO
+27.4%
+297.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -3.7% |
| 7D | -2.3% | -0.6% | -1.6% | -2.2% |
| 30D | -5.5% | +1.1% | -6.6% | -5.3% |
| 3M | -4.3% | +28.3% | -32.6% | -7.9% |
| 6M | +115.6% | +23.3% | +92.4% | +109.0% |
| YTD | +202.2% | +5.5% | +196.7% | +217.2% |
| 1Y | +325.3% | +24.5% | +300.7% | +303.4% |
| All | +325.3% | +27.4% | +297.9% | +303.4% |
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