+10.6%
TMO vs CAH
+393.5%
-382.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | -0.6% | -5.1% | +4.5% | 0.0% |
| 30D | +1.1% | +0.2% | +1.0% | +1.1% |
| 3M | +28.3% | +6.3% | +22.0% | +27.3% |
| 6M | +23.3% | +9.4% | +13.9% | +21.7% |
| YTD | +5.5% | +15.0% | -9.5% | +3.2% |
| 1Y | +24.5% | +55.4% | -30.9% | +15.8% |
| 3Y | +19.6% | +173.8% | -154.3% | -0.6% |
| All | +10.6% | +393.5% | -382.9% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 5y: compounded portfolio wealth divided by compounded CAH 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…
5y analysis · Full analysis span regression · 6 months rolling