+27.6%
TMO vs FGI
+106.7%
-79.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -1.9% | +0.4% |
| 7D | -0.5% | +14.7% | -15.2% | -0.5% |
| 30D | +1.0% | +67.0% | -66.0% | +0.3% |
| 3M | +22.7% | +31.0% | -8.3% | +22.2% |
| 6M | +19.0% | +126.8% | -107.8% | +17.2% |
| YTD | +4.7% | +35.6% | -30.9% | +3.8% |
| All | +27.6% | +106.7% | -79.1% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling