+5,760.6%
CRM vs TMO
+2,079.8%
+3,680.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.3% |
| 7D | -4.4% | -0.6% | -3.8% | -4.0% |
| 30D | +28.1% | +1.1% | +27.0% | +27.1% |
| 3M | +48.8% | +28.3% | +20.5% | +26.2% |
| 6M | +28.3% | +23.3% | +5.0% | +10.3% |
| YTD | -6.0% | +5.5% | -11.5% | -10.9% |
| 1Y | +1.4% | +24.5% | -23.1% | -14.3% |
| 3Y | +11.8% | +19.6% | -7.7% | -6.9% |
| 5Y | -2.0% | +8.1% | -10.1% | -14.4% |
| 10Y | +239.6% | +336.7% | -97.1% | +9.2% |
| All | +5,760.6% | +2,079.8% | +3,680.8% | +567.8% |
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