+328.6%
TMO vs CCL
-41.3%
+369.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +1.0% |
| 7D | -0.6% | -3.2% | +2.6% | -0.3% |
| 30D | +1.1% | -17.8% | +18.9% | +3.0% |
| 3M | +28.3% | -18.7% | +47.0% | +30.6% |
| 6M | +23.3% | -11.4% | +34.7% | +24.2% |
| YTD | +5.5% | -24.3% | +29.8% | +7.6% |
| 1Y | +24.5% | -28.8% | +53.4% | +27.5% |
| 3Y | +19.6% | +49.3% | -29.8% | +13.5% |
| 5Y | +8.1% | +1.6% | +6.5% | +1.6% |
| All | +328.6% | -41.3% | +369.9% | +361.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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