+10.9%
CMG vs TMO
+26.9%
-16.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.1% | +4.7% | +5.5% |
| 7D | +22.5% | +0.3% | +22.2% | +22.4% |
| 30D | +14.1% | +4.3% | +9.8% | +12.4% |
| 3M | +4.1% | +25.1% | -21.1% | -5.5% |
| 6M | +10.1% | +52.9% | -42.9% | -10.1% |
| YTD | -4.9% | +22.2% | -27.1% | -11.3% |
| 1Y | +10.9% | +25.4% | -14.5% | +1.1% |
| All | +10.9% | +26.9% | -16.0% | +1.1% |
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