+328.6%
TMO vs CFG
+316.8%
+11.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.8% |
| 7D | -0.6% | -0.4% | -0.2% | -0.6% |
| 30D | +1.1% | -4.6% | +5.8% | +2.1% |
| 3M | +28.3% | +6.7% | +21.7% | +26.5% |
| 6M | +23.3% | +22.1% | +1.1% | +18.1% |
| YTD | +5.5% | +23.2% | -17.7% | +0.8% |
| 1Y | +24.5% | +40.3% | -15.7% | +15.7% |
| 3Y | +19.6% | +187.9% | -168.3% | -3.9% |
| 5Y | +8.1% | +102.0% | -93.8% | -9.0% |
| All | +328.6% | +316.8% | +11.8% | +195.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling