+326.6%
TMO vs GNRC
+416.9%
-90.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.4% | +6.0% | +1.7% |
| 7D | 0.0% | -5.5% | +5.5% | +1.1% |
| 30D | +4.3% | -19.3% | +23.6% | +8.9% |
| 3M | +30.9% | -32.5% | +63.4% | +40.8% |
| 6M | +32.3% | -11.7% | +44.0% | +32.4% |
| YTD | +6.1% | +29.8% | -23.7% | -3.9% |
| 1Y | +28.4% | -4.0% | +32.5% | +23.9% |
| 3Y | +20.1% | +58.1% | -38.1% | -0.7% |
| 5Y | +10.6% | -59.2% | +69.8% | +21.5% |
| 10Y | +326.6% | +420.7% | -94.1% | +103.2% |
| All | +326.6% | +416.9% | -90.3% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 10y: compounded portfolio wealth divided by compounded GNRC 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…
10y analysis · Full analysis span regression · 6 months rolling