+376.1%
GLW vs TMO
+7.0%
+369.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.0% |
| 7D | +11.7% | -2.5% | +14.2% | +12.5% |
| 30D | +2.7% | -0.3% | +3.0% | +2.6% |
| 3M | -2.8% | +25.3% | -28.1% | -10.2% |
| 6M | +20.2% | +20.9% | -0.7% | +11.6% |
| YTD | +87.3% | +4.3% | +83.0% | +83.2% |
| 1Y | +119.6% | +27.0% | +92.6% | +98.6% |
| 3Y | +453.7% | +17.5% | +436.2% | +403.6% |
| 5Y | +376.1% | +6.9% | +369.1% | +335.7% |
| All | +376.1% | +7.0% | +369.1% | +335.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling