+4,893.4%
GLW vs TMO
+8,094.7%
-3,201.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.8% | +9.3% | +8.4% |
| 7D | +14.0% | +0.4% | +13.6% | +13.7% |
| 30D | +0.4% | +1.5% | -1.2% | -0.7% |
| 3M | -11.3% | +28.5% | -39.9% | -22.3% |
| 6M | +35.1% | +20.4% | +14.7% | +20.8% |
| YTD | +90.5% | +4.3% | +86.3% | +81.7% |
| 1Y | +132.0% | +24.1% | +107.9% | +102.7% |
| 3Y | +463.3% | +17.5% | +445.8% | +392.9% |
| 5Y | +382.5% | +6.8% | +375.7% | +331.4% |
| 10Y | +837.6% | +311.9% | +525.8% | +328.1% |
| All | +4,893.4% | +8,094.7% | -3,201.3% | +533.1% |
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