+25.4%
TMO vs CEG
-33.0%
+58.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.7% | +7.8% | +1.3% |
| 7D | +0.3% | -4.8% | +5.1% | +0.4% |
| 30D | +4.3% | -8.2% | +12.5% | +4.6% |
| 3M | +25.1% | -7.9% | +33.1% | +25.2% |
| 6M | +52.9% | -23.2% | +76.1% | +54.0% |
| YTD | +22.2% | -30.1% | +52.3% | +24.1% |
| 1Y | +25.4% | -31.9% | +57.3% | +27.8% |
| All | +25.4% | -33.0% | +58.4% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 1y: compounded portfolio wealth divided by compounded CEG 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…
1y analysis · Full analysis span regression · 6 months rolling