+154.1%
TMO vs GH
+486.6%
-332.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.3% |
| 7D | -0.5% | -0.2% | -0.3% | -0.4% |
| 30D | +1.0% | -2.6% | +3.6% | +1.3% |
| 3M | +22.7% | +25.1% | -2.4% | +18.3% |
| 6M | +19.0% | +78.5% | -59.5% | +8.4% |
| YTD | +4.7% | +59.4% | -54.6% | -3.2% |
| 1Y | +26.0% | +173.9% | -147.8% | +6.6% |
| 3Y | +18.0% | +382.7% | -364.7% | -12.9% |
| 5Y | +8.0% | +24.4% | -16.4% | -8.7% |
| All | +154.1% | +486.6% | -332.5% | +67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling