+488.5%
TMO vs CFG
+361.3%
+127.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | +0.8% | +3.2% | -2.4% | +0.1% |
| 30D | +4.0% | +5.1% | -1.1% | +2.9% |
| 3M | +17.6% | -11.2% | +28.8% | +20.6% |
| 6M | +57.3% | +9.6% | +47.7% | +53.6% |
| YTD | +21.2% | +15.0% | +6.2% | +17.0% |
| 1Y | +21.1% | +29.9% | -8.7% | +13.8% |
| 3Y | +58.8% | +192.1% | -133.3% | +24.4% |
| 5Y | +11.8% | +62.3% | -50.5% | -3.6% |
| 10Y | +376.2% | +219.2% | +157.1% | +218.4% |
| All | +488.5% | +361.3% | +127.2% | +231.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling