+18.3%
TMO vs CF
+112.3%
-93.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +3.9% |
| 7D | +5.7% | -0.9% | +6.6% | +5.8% |
| 30D | +9.7% | +6.9% | +2.7% | +9.1% |
| 3M | +21.6% | +4.8% | +16.7% | +21.1% |
| 6M | +55.5% | +4.7% | +50.8% | +54.6% |
| YTD | +24.9% | +56.5% | -31.6% | +17.4% |
| 1Y | +26.5% | +48.4% | -21.9% | +19.7% |
| 3Y | +64.0% | +59.1% | +4.9% | +51.6% |
| 5Y | +18.3% | +109.5% | -91.2% | +5.4% |
| All | +18.3% | +112.3% | -93.9% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling