+17,056.4%
STX vs TMO
+3,109.4%
+13,947.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.8% | +8.2% | +7.4% |
| 7D | +10.7% | +0.4% | +10.3% | +10.4% |
| 30D | +11.3% | +1.5% | +9.8% | +9.8% |
| 3M | +3.2% | +28.5% | -25.3% | -11.8% |
| 6M | +157.0% | +20.4% | +136.6% | +125.1% |
| YTD | +229.2% | +4.3% | +224.9% | +211.9% |
| 1Y | +381.8% | +24.1% | +357.7% | +313.2% |
| 3Y | +1,383.2% | +17.5% | +1,365.7% | +1,176.9% |
| 5Y | +1,144.9% | +6.8% | +1,138.1% | +1,011.8% |
| 10Y | +3,676.0% | +311.9% | +3,364.1% | +1,306.2% |
| All | +17,056.4% | +3,109.4% | +13,947.0% | +1,657.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling