+19.6%
TMO vs CG
+42.2%
-22.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.5% |
| 7D | -0.6% | -9.9% | +9.2% | +1.9% |
| 30D | +1.1% | -11.7% | +12.8% | +4.1% |
| 3M | +28.3% | -4.3% | +32.6% | +29.0% |
| 6M | +23.3% | -8.8% | +32.0% | +25.5% |
| YTD | +5.5% | -26.9% | +32.3% | +12.9% |
| 1Y | +24.5% | -35.4% | +60.0% | +37.0% |
| 3Y | +19.6% | +43.0% | -23.5% | +1.9% |
| All | +19.6% | +42.2% | -22.6% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling