+19.6%
TMO vs GH
+363.0%
-343.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | -0.6% | -2.5% | +1.9% | -0.4% |
| 30D | +1.1% | -4.7% | +5.8% | +1.6% |
| 3M | +28.3% | +20.2% | +8.1% | +25.4% |
| 6M | +23.3% | +78.8% | -55.5% | +15.1% |
| YTD | +5.5% | +54.1% | -48.6% | -0.2% |
| 1Y | +24.5% | +177.1% | -152.5% | +10.8% |
| 3Y | +19.6% | +371.6% | -352.1% | -1.4% |
| All | +19.6% | +363.0% | -343.5% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 3y: compounded portfolio wealth divided by compounded GH 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…
3y analysis · Full analysis span regression · 6 months rolling