+18.8%
TMO vs CL
+29.0%
-10.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.5% |
| 7D | -0.5% | -2.3% | +1.8% | -0.1% |
| 30D | +1.0% | -5.5% | +6.5% | +2.0% |
| 3M | +22.7% | +0.8% | +21.9% | +22.3% |
| 6M | +19.0% | -4.2% | +23.2% | +19.8% |
| YTD | +4.7% | +13.4% | -8.7% | +1.2% |
| 1Y | +26.0% | +7.1% | +19.0% | +23.7% |
| All | +18.8% | +29.0% | -10.3% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling