+333.8%
TMO vs CF
+599.7%
-265.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | +0.2% |
| 7D | -0.5% | -0.8% | +0.4% | -0.4% |
| 30D | +1.0% | +14.3% | -13.3% | -0.4% |
| 3M | +22.7% | +27.9% | -5.1% | +19.4% |
| 6M | +19.0% | +25.5% | -6.5% | +14.9% |
| YTD | +4.7% | +81.2% | -76.5% | -3.6% |
| 1Y | +26.0% | +66.5% | -40.5% | +17.0% |
| 3Y | +18.0% | +76.7% | -58.7% | +7.6% |
| 5Y | +8.0% | +237.8% | -229.8% | -11.4% |
| 10Y | +333.8% | +619.9% | -286.1% | +226.5% |
| All | +333.8% | +599.7% | -265.9% | +226.5% |
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