+386.6%
TMO vs CB
+250.2%
+136.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | +0.8% | +2.9% | -2.2% | -0.1% |
| 30D | +4.0% | +7.3% | -3.3% | +1.8% |
| 3M | +17.6% | +9.4% | +8.2% | +14.4% |
| 6M | +57.3% | +19.6% | +37.6% | +48.7% |
| YTD | +21.2% | +21.5% | -0.3% | +13.7% |
| 1Y | +21.1% | +28.0% | -6.9% | +11.8% |
| 3Y | +58.8% | +74.9% | -16.0% | +31.7% |
| 5Y | +11.8% | +108.1% | -96.3% | -13.2% |
| All | +386.6% | +250.2% | +136.4% | +216.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling