+2,578.6%
TMO vs GPN
+2,487.0%
+91.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -0.6% | -4.6% | +3.9% | +0.8% |
| 30D | +1.1% | -0.3% | +1.4% | +1.0% |
| 3M | +28.3% | +35.4% | -7.1% | +16.1% |
| 6M | +23.3% | +21.7% | +1.6% | +14.9% |
| YTD | +5.5% | +14.9% | -9.4% | -0.7% |
| 1Y | +24.5% | +3.2% | +21.4% | +20.7% |
| 3Y | +19.6% | -27.1% | +46.7% | +25.8% |
| 5Y | +8.1% | -44.4% | +52.5% | +19.8% |
| 10Y | +336.7% | +27.0% | +309.7% | +257.9% |
| All | +2,578.6% | +2,487.0% | +91.6% | +1,034.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling