+8,131.0%
TMO vs CAG
+588.0%
+7,543.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | -0.5% | -6.6% | +6.1% | +1.2% |
| 30D | +1.0% | +2.3% | -1.3% | +0.4% |
| 3M | +22.7% | +16.3% | +6.4% | +17.6% |
| 6M | +19.0% | -16.0% | +35.0% | +23.6% |
| YTD | +4.7% | -7.7% | +12.4% | +5.7% |
| 1Y | +26.0% | -16.0% | +42.1% | +30.3% |
| 3Y | +18.0% | -37.7% | +55.7% | +30.6% |
| 5Y | +8.0% | -41.2% | +49.2% | +20.0% |
| 10Y | +333.8% | -33.8% | +367.6% | +344.9% |
| All | +8,131.0% | +588.0% | +7,543.0% | +4,488.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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