+8,094.7%
TMO vs STT
+7,281.4%
+813.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.5% | -1.4% |
| 7D | +0.4% | +2.2% | -1.8% | -0.1% |
| 30D | +1.5% | +3.9% | -2.4% | +0.4% |
| 3M | +28.5% | +19.2% | +9.4% | +22.5% |
| 6M | +20.4% | +60.4% | -40.0% | +6.2% |
| YTD | +4.3% | +51.5% | -47.2% | -6.8% |
| 1Y | +24.1% | +76.3% | -52.2% | +6.5% |
| 3Y | +17.5% | +200.7% | -183.3% | -12.7% |
| 5Y | +6.8% | +157.5% | -150.7% | -19.3% |
| 10Y | +311.9% | +262.0% | +49.9% | +168.3% |
| All | +8,094.7% | +7,281.4% | +813.4% | +2,131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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