+386.1%
TMO vs CL
+84.7%
+301.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +3.3% | -0.8% | +4.1% | +3.6% |
| 30D | +5.5% | +9.5% | -4.0% | +1.6% |
| 3M | +16.1% | +6.6% | +9.4% | +12.8% |
| 6M | +52.6% | +13.2% | +39.3% | +44.3% |
| YTD | +21.0% | +26.9% | -5.8% | +8.3% |
| 1Y | +19.4% | +27.6% | -8.2% | +6.5% |
| 3Y | +57.5% | +39.1% | +18.4% | +32.6% |
| 5Y | +11.7% | +41.3% | -29.6% | -7.5% |
| All | +386.1% | +84.7% | +301.4% | +260.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling