+9,422.9%
TMO vs CL
+5,512.1%
+3,910.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.5% |
| 7D | +0.8% | +3.2% | -2.4% | -0.3% |
| 30D | +4.0% | +8.0% | -4.0% | +1.1% |
| 3M | +17.6% | +7.9% | +9.7% | +14.3% |
| 6M | +57.3% | +14.7% | +42.5% | +49.3% |
| YTD | +21.2% | +29.2% | -8.0% | +9.9% |
| 1Y | +21.1% | +29.5% | -8.4% | +9.7% |
| 3Y | +58.8% | +40.7% | +18.2% | +38.5% |
| 5Y | +11.8% | +43.9% | -32.0% | -3.7% |
| 10Y | +376.2% | +87.2% | +289.0% | +271.0% |
| All | +9,422.9% | +5,512.1% | +3,910.9% | +2,850.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling