+378.7%
TMO vs CF
+494.2%
-115.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.7% |
| 7D | +2.8% | +4.8% | -1.9% | +2.3% |
| 30D | +9.1% | +9.7% | -0.6% | +8.0% |
| 3M | +19.9% | +1.2% | +18.6% | +19.5% |
| 6M | +54.7% | +7.4% | +47.4% | +52.9% |
| YTD | +24.3% | +60.5% | -36.2% | +15.5% |
| 1Y | +25.0% | +50.7% | -25.7% | +17.1% |
| 3Y | +61.7% | +64.8% | -3.1% | +47.9% |
| 5Y | +16.2% | +115.8% | -99.6% | +0.4% |
| 10Y | +378.7% | +481.0% | -102.4% | +261.0% |
| All | +378.7% | +494.2% | -115.5% | +261.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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