+1,337.5%
STX vs TMO
+18.2%
+1,319.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.2% | -2.6% |
| 7D | +8.0% | -2.5% | +10.4% | +8.6% |
| 30D | +5.1% | -0.3% | +5.4% | +5.0% |
| 3M | +5.8% | +25.3% | -19.5% | -2.7% |
| 6M | +124.9% | +20.9% | +104.1% | +108.4% |
| YTD | +213.9% | +4.3% | +209.6% | +210.5% |
| 1Y | +350.4% | +27.0% | +323.4% | +307.9% |
| All | +1,337.5% | +18.2% | +1,319.4% | +1,245.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling