+9,348.7%
TMO vs GD
+19,982.5%
-10,633.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.3% | +2.8% |
| 7D | -0.3% | -5.0% | +4.7% | +1.2% |
| 30D | +4.9% | +8.9% | -4.0% | +2.1% |
| 3M | +19.9% | -8.0% | +27.9% | +22.8% |
| 6M | +47.2% | +2.9% | +44.3% | +45.5% |
| YTD | +20.2% | +7.1% | +13.2% | +17.1% |
| 1Y | +23.2% | +5.9% | +17.3% | +20.3% |
| 3Y | +54.2% | +53.9% | +0.3% | +34.1% |
| 5Y | +14.3% | +95.4% | -81.2% | -8.1% |
| 10Y | +387.6% | +193.5% | +194.1% | +238.4% |
| All | +9,348.7% | +19,982.5% | -10,633.8% | +4,332.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling