+10.6%
TMO vs CAKE
+157.8%
-147.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.8% |
| 7D | -0.6% | -4.5% | +3.9% | +0.2% |
| 30D | +1.1% | -12.4% | +13.6% | +3.5% |
| 3M | +28.3% | +37.3% | -9.0% | +20.2% |
| 6M | +23.3% | +70.7% | -47.5% | +10.4% |
| YTD | +5.5% | +106.0% | -100.5% | -9.1% |
| 1Y | +24.5% | +79.7% | -55.1% | +9.9% |
| 3Y | +19.6% | +267.8% | -248.2% | -7.6% |
| All | +10.6% | +157.8% | -147.2% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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