+448.8%
GS vs TMO
+381.7%
+67.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | +1.6% | +2.8% | -1.3% | +0.6% |
| 30D | +1.7% | +9.1% | -7.5% | -1.6% |
| 3M | -11.6% | +19.9% | -31.4% | -17.7% |
| 6M | -1.9% | +54.7% | -56.6% | -18.1% |
| YTD | +5.1% | +24.3% | -19.2% | -4.5% |
| 1Y | +16.4% | +25.0% | -8.6% | +5.5% |
| 3Y | +199.0% | +61.7% | +137.2% | +139.0% |
| 5Y | +157.4% | +16.2% | +141.2% | +130.6% |
| All | +448.8% | +381.7% | +67.2% | +171.0% |
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