+26.0%
TMO vs CF
+65.9%
-39.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | +0.8% |
| 7D | -0.5% | -0.8% | +0.4% | -0.6% |
| 30D | +1.0% | +14.3% | -13.3% | +2.6% |
| 3M | +22.7% | +27.9% | -5.1% | +26.6% |
| 6M | +19.0% | +25.5% | -6.5% | +22.3% |
| YTD | +4.7% | +81.2% | -76.5% | +8.9% |
| 1Y | +26.0% | +66.5% | -40.5% | +31.8% |
| All | +26.0% | +65.9% | -39.9% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling