+2,780.0%
GE vs TMO
+8,131.0%
-5,351.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.3% | -3.0% |
| 7D | -1.2% | -0.5% | -0.8% | -1.1% |
| 30D | -11.3% | +1.0% | -12.3% | -11.7% |
| 3M | -1.4% | +22.7% | -24.1% | -8.7% |
| 6M | +1.2% | +19.0% | -17.8% | -5.6% |
| YTD | +5.9% | +4.7% | +1.2% | +3.1% |
| 1Y | +18.4% | +26.0% | -7.6% | +7.4% |
| 3Y | +271.0% | +18.0% | +253.0% | +238.9% |
| 5Y | +417.9% | +8.0% | +409.9% | +380.3% |
| 10Y | +152.0% | +333.8% | -181.8% | +36.3% |
| All | +2,780.0% | +8,131.0% | -5,351.0% | +488.7% |
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