+202.0%
GS vs TMO
+58.9%
+143.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.9% | +0.8% | +3.4% |
| 7D | +0.8% | +5.7% | -4.9% | -0.9% |
| 30D | +1.2% | +9.7% | -8.4% | -1.6% |
| 3M | -12.4% | +21.6% | -34.0% | -17.8% |
| 6M | -2.3% | +55.5% | -57.8% | -16.4% |
| YTD | +4.6% | +24.9% | -20.3% | -3.0% |
| 1Y | +17.5% | +26.5% | -9.0% | +8.4% |
| 3Y | +202.0% | +64.0% | +138.0% | +152.7% |
| All | +202.0% | +58.9% | +143.1% | +152.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling