+7.1%
TMO vs GTLB
-50.1%
+57.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.5% |
| 3M | +28.3% | +65.5% | -37.1% | +21.0% |
| 6M | +23.3% | +102.9% | -79.6% | +13.1% |
| YTD | +5.5% | +25.2% | -19.8% | +1.6% |
| 1Y | +24.5% | -5.5% | +30.1% | +23.1% |
| 3Y | +19.6% | -10.9% | +30.5% | +15.2% |
| All | +7.1% | -50.1% | +57.2% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling