+6.8%
TMO vs GD
+95.9%
-89.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.4% |
| 7D | +0.4% | -3.5% | +3.9% | +2.0% |
| 30D | +1.5% | -9.0% | +10.6% | +5.7% |
| 3M | +28.5% | +5.1% | +23.5% | +25.4% |
| 6M | +20.4% | -1.0% | +21.4% | +20.5% |
| YTD | +4.3% | +7.3% | -3.0% | +0.4% |
| 1Y | +24.1% | +12.4% | +11.7% | +16.9% |
| 3Y | +17.5% | +73.7% | -56.2% | -8.9% |
| 5Y | +6.8% | +93.8% | -87.0% | -18.5% |
| All | +6.8% | +95.9% | -89.1% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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