+1,159.0%
TMO vs GM
+230.2%
+928.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | -0.6% | -2.4% | +1.8% | 0.0% |
| 30D | +1.1% | -1.1% | +2.2% | +1.4% |
| 3M | +28.3% | +6.1% | +22.2% | +26.0% |
| 6M | +23.3% | +15.0% | +8.3% | +18.4% |
| YTD | +5.5% | +6.0% | -0.5% | +3.0% |
| 1Y | +24.5% | +47.1% | -22.5% | +11.3% |
| 3Y | +19.6% | +170.5% | -150.9% | -11.1% |
| 5Y | +8.1% | +80.5% | -72.4% | -13.6% |
| 10Y | +336.7% | +238.7% | +98.0% | +155.5% |
| All | +1,159.0% | +230.2% | +928.7% | +574.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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