+10.6%
TMO vs GEN
+22.3%
-11.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.9% |
| 7D | -0.6% | -1.3% | +0.6% | -0.3% |
| 30D | +1.1% | +6.1% | -5.0% | -0.4% |
| 3M | +28.3% | +27.0% | +1.4% | +20.7% |
| 6M | +23.3% | +43.9% | -20.6% | +11.5% |
| YTD | +5.5% | +13.0% | -7.5% | +1.4% |
| 1Y | +24.5% | +4.0% | +20.5% | +22.3% |
| 3Y | +19.6% | +66.2% | -46.6% | +3.1% |
| All | +10.6% | +22.3% | -11.7% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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