+2,130.1%
TMO vs CF
+5,948.3%
-3,818.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.5% | -0.2% |
| 7D | -1.4% | +6.0% | -7.4% | -2.4% |
| 30D | +6.2% | +14.8% | -8.6% | +3.5% |
| 3M | +27.5% | +14.1% | +13.4% | +24.1% |
| 6M | +20.0% | +28.5% | -8.6% | +12.7% |
| YTD | +6.1% | +74.9% | -68.8% | -6.0% |
| 1Y | +25.8% | +61.7% | -35.8% | +12.8% |
| 3Y | +11.2% | +80.3% | -69.1% | -3.8% |
| 5Y | +9.6% | +226.0% | -216.4% | -18.4% |
| 10Y | +317.8% | +569.9% | -252.1% | +147.0% |
| All | +2,130.1% | +5,948.3% | -3,818.2% | +646.8% |
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 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