+2,509.7%
TMO vs CF
+5,489.8%
-2,980.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | +1.6% | +10.4% | -8.7% | -0.1% |
| 30D | +8.4% | +7.6% | +0.8% | +6.8% |
| 3M | +18.7% | +5.2% | +13.6% | +17.3% |
| 6M | +58.9% | -0.1% | +58.9% | +57.7% |
| YTD | +24.2% | +61.7% | -37.5% | +11.3% |
| 1Y | +22.8% | +50.3% | -27.5% | +11.4% |
| 3Y | +61.6% | +66.0% | -4.4% | +41.7% |
| 5Y | +15.3% | +114.5% | -99.2% | -7.0% |
| 10Y | +388.1% | +471.5% | -83.4% | +198.2% |
| All | +2,509.7% | +5,489.8% | -2,980.0% | +783.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling