+17.5%
TMO vs CF
+76.4%
-58.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.8% |
| 7D | +0.4% | -0.9% | +1.4% | +0.4% |
| 30D | +1.5% | +18.1% | -16.6% | +1.0% |
| 3M | +28.5% | +23.4% | +5.2% | +27.6% |
| 6M | +20.4% | +17.1% | +3.3% | +18.5% |
| YTD | +4.3% | +76.2% | -72.0% | -3.1% |
| 1Y | +24.1% | +62.3% | -38.2% | +16.3% |
| 3Y | +17.5% | +71.8% | -54.4% | +5.2% |
| All | +17.5% | +76.4% | -58.9% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling