+1,057.4%
TMO vs CG
+323.7%
+733.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +1.5% |
| 7D | -0.5% | -6.4% | +6.0% | +1.2% |
| 30D | +1.0% | -7.1% | +8.1% | +2.8% |
| 3M | +22.7% | -1.6% | +24.3% | +22.6% |
| 6M | +19.0% | -8.3% | +27.3% | +21.1% |
| YTD | +4.7% | -23.8% | +28.5% | +11.3% |
| 1Y | +26.0% | -28.7% | +54.8% | +35.5% |
| 3Y | +18.0% | +49.2% | -31.2% | +1.5% |
| 5Y | +8.0% | +5.5% | +2.5% | -2.1% |
| 10Y | +333.8% | +331.2% | +2.5% | +167.0% |
| All | +1,057.4% | +323.7% | +733.7% | +585.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling