+438.8%
GS vs TMO
+372.3%
+66.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +5.9% | +0.8% | +5.1% | +5.6% |
| 30D | +4.3% | +4.0% | +0.3% | +2.8% |
| 3M | -11.7% | +17.6% | -29.3% | -17.2% |
| 6M | -3.2% | +57.3% | -60.4% | -19.7% |
| YTD | +5.8% | +21.2% | -15.4% | -3.0% |
| 1Y | +16.0% | +21.1% | -5.1% | +6.4% |
| 3Y | +199.8% | +58.8% | +140.9% | +141.0% |
| 5Y | +155.5% | +11.8% | +143.7% | +132.3% |
| All | +438.8% | +372.3% | +66.6% | +165.2% |
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 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