+8,241.0%
TMO vs GD
+20,186.5%
-11,945.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.2% |
| 7D | -1.4% | -5.3% | +3.9% | +0.3% |
| 30D | +6.2% | -6.4% | +12.6% | +8.4% |
| 3M | +27.5% | +5.7% | +21.8% | +25.1% |
| 6M | +20.0% | -0.9% | +20.9% | +19.9% |
| YTD | +6.1% | +8.2% | -2.0% | +3.2% |
| 1Y | +25.8% | +13.4% | +12.4% | +20.6% |
| 3Y | +11.2% | +68.5% | -57.3% | -6.0% |
| 5Y | +9.6% | +97.2% | -87.6% | -12.0% |
| 10Y | +317.8% | +190.2% | +127.6% | +191.2% |
| All | +8,241.0% | +20,186.5% | -11,945.6% | +3,805.4% |
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