-29.6%
CLS vs TMO
+26.9%
-56.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +1.1% | -10.2% | -9.3% |
| 7D | -21.1% | +0.3% | -21.4% | -21.2% |
| 30D | -38.2% | +4.3% | -42.6% | -38.7% |
| 3M | -36.3% | +25.1% | -61.4% | -39.1% |
| 6M | -43.8% | +52.9% | -96.7% | -50.0% |
| YTD | -20.0% | +22.2% | -42.2% | -23.6% |
| 1Y | -29.6% | +25.4% | -55.0% | -34.2% |
| All | -29.6% | +26.9% | -56.5% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 1y: compounded portfolio wealth divided by compounded TMO 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…
1y analysis · Full analysis span regression · 6 months rolling