+7.6%
TMO vs FGI
-66.2%
+73.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.4% | -9.9% | -0.5% |
| 7D | -2.5% | +22.8% | -25.3% | -2.7% |
| 30D | -0.3% | +85.9% | -86.2% | -1.5% |
| 3M | +25.3% | +32.4% | -7.1% | +24.3% |
| 6M | +20.9% | +106.3% | -85.5% | +18.3% |
| YTD | +4.3% | +48.4% | -44.1% | +2.6% |
| 1Y | +27.0% | +116.4% | -89.3% | +22.8% |
| 3Y | +17.5% | +9.2% | +8.3% | +15.0% |
| All | +7.6% | -66.2% | +73.8% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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