+57.7%
GEV vs TMO
+27.8%
+29.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | +3.3% | -1.4% | +4.6% | +3.2% |
| 30D | -7.5% | +6.2% | -13.7% | -7.3% |
| 3M | -2.2% | +27.5% | -29.6% | -1.8% |
| 6M | +12.1% | +20.0% | -7.9% | +12.3% |
| YTD | +44.4% | +6.1% | +38.3% | +44.0% |
| 1Y | +57.7% | +25.8% | +31.8% | +60.2% |
| All | +57.7% | +27.8% | +29.9% | +60.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling