+3.4%
TMO vs CEG
+703.5%
-700.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.2% | +0.6% |
| 7D | -0.5% | +1.3% | -1.8% | -0.6% |
| 30D | +1.0% | +8.8% | -7.8% | +0.1% |
| 3M | +22.7% | +17.0% | +5.7% | +20.7% |
| 6M | +19.0% | -8.7% | +27.7% | +19.5% |
| YTD | +4.7% | -16.4% | +21.2% | +5.9% |
| 1Y | +26.0% | -1.8% | +27.8% | +24.7% |
| 3Y | +18.0% | +175.8% | -157.8% | -9.7% |
| All | +3.4% | +703.5% | -700.0% | -34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling