+19.6%
TMO vs GPN
-27.4%
+47.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.6% | -4.3% | +3.7% | +0.5% |
| 30D | +1.1% | 0.0% | +1.1% | +1.0% |
| 3M | +28.3% | +35.8% | -7.5% | +16.9% |
| 6M | +23.3% | +22.0% | +1.3% | +15.5% |
| YTD | +5.5% | +15.2% | -9.8% | -0.1% |
| 1Y | +24.5% | +3.5% | +21.1% | +21.2% |
| 3Y | +19.6% | -26.9% | +46.5% | +19.8% |
| All | +19.6% | -27.4% | +47.0% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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