+72.4%
UBER vs TMO
+131.8%
-59.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.7% |
| 7D | -5.4% | -0.6% | -4.8% | -5.1% |
| 30D | -4.9% | +1.1% | -6.0% | -5.4% |
| 3M | +3.0% | +28.3% | -25.3% | -7.9% |
| 6M | -4.4% | +23.3% | -27.7% | -13.6% |
| YTD | -12.3% | +5.5% | -17.7% | -15.3% |
| 1Y | -24.3% | +24.5% | -48.9% | -32.9% |
| 3Y | +46.4% | +19.6% | +26.9% | +28.9% |
| 5Y | +79.7% | +8.1% | +71.5% | +63.2% |
| All | +72.4% | +131.8% | -59.4% | -5.2% |
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