+1,249.5%
CLS vs TMO
+18.2%
+1,231.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | +5.0% | -2.5% | +7.4% | +5.7% |
| 30D | +4.8% | -0.3% | +5.1% | +4.8% |
| 3M | -10.4% | +25.3% | -35.6% | -17.4% |
| 6M | +20.8% | +20.9% | 0.0% | +12.5% |
| YTD | +10.0% | +4.3% | +5.7% | +8.0% |
| 1Y | +28.5% | +27.0% | +1.5% | +16.8% |
| All | +1,249.5% | +18.2% | +1,231.3% | +1,113.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling