+18.8%
TMO vs CFG
+182.2%
-163.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | -0.5% | -0.6% | +0.1% | -0.3% |
| 30D | +1.0% | -4.5% | +5.5% | +2.5% |
| 3M | +22.7% | +6.3% | +16.4% | +19.8% |
| 6M | +19.0% | +20.6% | -1.6% | +11.2% |
| YTD | +4.7% | +21.2% | -16.5% | -2.7% |
| 1Y | +26.0% | +38.2% | -12.2% | +11.7% |
| All | +18.8% | +182.2% | -163.5% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling