+24.9%
TMO vs FGI
-66.3%
+91.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.2% | -8.7% | -2.6% |
| 7D | +3.3% | +13.5% | -10.2% | +3.2% |
| 30D | +5.5% | +17.1% | -11.6% | +5.3% |
| 3M | +16.1% | +78.0% | -61.9% | +14.7% |
| 6M | +52.6% | +46.4% | +6.1% | +50.9% |
| YTD | +21.0% | +47.7% | -26.7% | +19.0% |
| 1Y | +19.4% | +56.8% | -37.4% | +16.9% |
| 3Y | +57.5% | +12.3% | +45.2% | +53.8% |
| All | +24.9% | -66.3% | +91.2% | +24.5% |
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