+188.9%
GS vs TMO
+7.5%
+181.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.4% |
| 7D | +3.4% | +0.4% | +3.0% | +3.2% |
| 30D | +0.2% | +1.5% | -1.3% | -0.5% |
| 3M | -0.3% | +28.5% | -28.9% | -10.0% |
| 6M | +27.4% | +20.4% | +7.0% | +17.6% |
| YTD | +19.6% | +4.3% | +15.4% | +16.8% |
| 1Y | +42.5% | +24.1% | +18.4% | +29.2% |
| 3Y | +240.4% | +17.5% | +223.0% | +209.6% |
| 5Y | +188.9% | +6.8% | +182.1% | +160.5% |
| All | +188.9% | +7.5% | +181.4% | +160.5% |
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