+4.1%
TMO vs CEG
+678.4%
-674.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | -0.6% | -4.8% | +4.1% | -0.2% |
| 30D | +1.1% | +2.3% | -1.2% | +0.9% |
| 3M | +28.3% | +15.6% | +12.7% | +26.3% |
| 6M | +23.3% | -5.0% | +28.3% | +23.2% |
| YTD | +5.5% | -19.0% | +24.5% | +6.9% |
| 1Y | +24.5% | -10.0% | +34.5% | +24.4% |
| 3Y | +19.6% | +163.9% | -144.4% | -7.9% |
| All | +4.1% | +678.4% | -674.3% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling