+10.6%
TMO vs GAP
+8.7%
+1.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.8% | +0.8% |
| 7D | -0.6% | -4.1% | +3.5% | -0.2% |
| 30D | +1.1% | +6.2% | -5.1% | +0.3% |
| 3M | +28.3% | -0.7% | +29.0% | +28.1% |
| 6M | +23.3% | -7.1% | +30.4% | +23.6% |
| YTD | +5.5% | -14.1% | +19.5% | +6.4% |
| 1Y | +24.5% | -8.5% | +33.0% | +24.4% |
| 3Y | +19.6% | +115.4% | -95.8% | +3.6% |
| All | +10.6% | +8.7% | +1.9% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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