+21.0%
TMO vs CL
+27.5%
-6.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +3.3% | -0.8% | +4.1% | +3.3% |
| 30D | +5.5% | +9.5% | -4.0% | +5.3% |
| 3M | +16.1% | +6.6% | +9.4% | +15.9% |
| 6M | +52.6% | +13.2% | +39.3% | +52.1% |
| YTD | +21.0% | +26.9% | -5.8% | +22.2% |
| All | +21.0% | +27.5% | -6.5% | +21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling