+7.1%
CRM vs TMO
+27.8%
-20.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | +1.3% | -1.4% | +2.6% | +1.6% |
| 30D | +34.3% | +6.2% | +28.1% | +32.2% |
| 3M | +37.7% | +27.5% | +10.2% | +28.8% |
| 6M | +34.9% | +20.0% | +15.0% | +29.1% |
| YTD | -1.6% | +6.1% | -7.8% | -1.6% |
| 1Y | +7.1% | +25.8% | -18.7% | +7.0% |
| All | +7.1% | +27.8% | -20.6% | +7.0% |
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 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