+8,131.0%
TMO vs GAP
+2,145.7%
+5,985.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.0% | +1.2% |
| 7D | -0.5% | -3.2% | +2.7% | 0.0% |
| 30D | +1.0% | -0.7% | +1.7% | +0.8% |
| 3M | +22.7% | -0.5% | +23.2% | +22.3% |
| 6M | +19.0% | -5.0% | +24.0% | +18.9% |
| YTD | +4.7% | -14.7% | +19.4% | +6.1% |
| 1Y | +26.0% | -8.6% | +34.7% | +25.8% |
| 3Y | +18.0% | +108.4% | -90.4% | -3.0% |
| 5Y | +8.0% | +5.8% | +2.2% | -5.0% |
| 10Y | +333.8% | +29.6% | +304.1% | +219.6% |
| All | +8,131.0% | +2,145.7% | +5,985.3% | +3,061.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling