+25.8%
TMO vs CG
-24.3%
+50.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | -0.4% |
| 7D | -1.4% | -4.3% | +3.0% | -0.4% |
| 30D | +6.2% | -5.1% | +11.3% | +7.4% |
| 3M | +27.5% | +8.7% | +18.8% | +24.3% |
| 6M | +20.0% | -9.2% | +29.2% | +21.7% |
| YTD | +6.1% | -18.9% | +25.0% | +10.0% |
| 1Y | +25.8% | -25.6% | +51.5% | +26.4% |
| All | +25.8% | -24.3% | +50.1% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling