+3,419.7%
CLS vs TMO
+2,077.3%
+1,342.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.8% | +7.4% | +6.6% |
| 7D | +12.8% | +0.4% | +12.4% | +12.5% |
| 30D | +3.8% | +1.5% | +2.3% | +2.8% |
| 3M | -14.6% | +28.5% | -43.2% | -26.4% |
| 6M | +32.2% | +20.4% | +11.9% | +17.4% |
| YTD | +11.6% | +4.3% | +7.3% | +6.8% |
| 1Y | +35.1% | +24.1% | +10.9% | +16.8% |
| 3Y | +1,312.5% | +17.5% | +1,295.1% | +1,123.2% |
| 5Y | +3,542.1% | +6.8% | +3,535.3% | +3,141.9% |
| 10Y | +2,944.0% | +311.9% | +2,632.1% | +1,041.6% |
| All | +3,419.7% | +2,077.3% | +1,342.4% | +254.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling