+147.5%
GE vs TMO
+338.2%
-190.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | -4.0% | -0.6% | -3.3% | -3.8% |
| 30D | -11.4% | +1.1% | -12.5% | -11.9% |
| 3M | -2.6% | +28.3% | -30.9% | -11.1% |
| 6M | -0.3% | +23.3% | -23.6% | -8.0% |
| YTD | +5.4% | +5.5% | -0.1% | +2.3% |
| 1Y | +15.5% | +24.5% | -9.0% | +5.4% |
| 3Y | +260.8% | +19.6% | +241.2% | +228.8% |
| 5Y | +421.6% | +8.1% | +413.5% | +383.0% |
| All | +147.5% | +338.2% | -190.8% | +34.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling