+7.6%
TMO vs FGI
-69.8%
+77.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.6% | -1.8% |
| 7D | +0.4% | +5.2% | -4.7% | +0.4% |
| 30D | +1.5% | +65.2% | -63.7% | +0.4% |
| 3M | +28.5% | +30.2% | -1.6% | +27.4% |
| 6M | +20.4% | +87.8% | -67.4% | +17.9% |
| YTD | +4.3% | +32.5% | -28.2% | +2.6% |
| 1Y | +24.1% | +93.6% | -69.5% | +20.1% |
| 3Y | +17.5% | -2.6% | +20.1% | +15.1% |
| All | +7.6% | -69.8% | +77.4% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling