+4,576.3%
TMO vs CB
+6,559.4%
-1,983.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.2% | -0.2% |
| 7D | -1.4% | +0.5% | -1.8% | -1.5% |
| 30D | +6.2% | -3.1% | +9.3% | +7.1% |
| 3M | +27.5% | +9.0% | +18.5% | +24.3% |
| 6M | +20.0% | +2.9% | +17.1% | +18.6% |
| YTD | +6.1% | +10.1% | -4.0% | +2.8% |
| 1Y | +25.8% | +22.8% | +3.1% | +18.2% |
| 3Y | +11.2% | +73.8% | -62.6% | -6.0% |
| 5Y | +9.6% | +99.2% | -89.6% | -11.4% |
| 10Y | +317.8% | +218.2% | +99.5% | +186.5% |
| All | +4,576.3% | +6,559.4% | -1,983.1% | +1,649.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling