+120.8%
TMO vs CARR
+421.5%
-300.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.8% |
| 7D | -0.6% | -3.8% | +3.1% | +0.2% |
| 30D | +1.1% | -8.9% | +10.0% | +3.1% |
| 3M | +28.3% | -17.3% | +45.6% | +33.2% |
| 6M | +23.3% | -1.4% | +24.7% | +22.5% |
| YTD | +5.5% | +10.0% | -4.5% | +2.0% |
| 1Y | +24.5% | -6.4% | +30.9% | +24.7% |
| 3Y | +19.6% | +1.5% | +18.0% | +16.9% |
| 5Y | +8.1% | +9.3% | -1.2% | +0.1% |
| All | +120.8% | +421.5% | -300.7% | +101.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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