+10.6%
TMO vs GNRC
-58.7%
+69.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.8% | +0.6% |
| 7D | -0.6% | -0.2% | -0.5% | -0.6% |
| 30D | +1.1% | -15.7% | +16.9% | +3.8% |
| 3M | +28.3% | -27.3% | +55.7% | +34.1% |
| 6M | +23.3% | -12.1% | +35.3% | +23.5% |
| YTD | +5.5% | +37.1% | -31.7% | -3.6% |
| 1Y | +24.5% | -0.5% | +25.0% | +20.3% |
| 3Y | +19.6% | +61.5% | -42.0% | +2.5% |
| All | +10.6% | -58.7% | +69.3% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling