+19.6%
TMO vs GTLB
-10.9%
+30.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | -0.6% | -5.7% | +5.1% | 0.0% |
| 30D | +1.1% | +15.1% | -14.0% | -0.6% |
| 3M | +28.3% | +65.5% | -37.1% | +20.7% |
| 6M | +23.3% | +102.9% | -79.6% | +12.6% |
| YTD | +5.5% | +25.2% | -19.8% | +1.4% |
| 1Y | +24.5% | -5.5% | +30.1% | +23.1% |
| 3Y | +19.6% | -10.9% | +30.5% | +10.4% |
| All | +19.6% | -10.9% | +30.5% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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