+8,241.0%
TMO vs CL
+4,870.0%
+3,371.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.3% |
| 7D | -1.4% | -2.2% | +0.8% | -0.6% |
| 30D | +6.2% | -4.8% | +11.1% | +7.9% |
| 3M | +27.5% | +4.9% | +22.5% | +25.0% |
| 6M | +20.0% | -5.7% | +25.7% | +21.7% |
| YTD | +6.1% | +14.4% | -8.2% | +0.5% |
| 1Y | +25.8% | +8.7% | +17.1% | +21.0% |
| 3Y | +11.2% | +30.0% | -18.8% | -0.3% |
| 5Y | +9.6% | +28.4% | -18.8% | -1.8% |
| 10Y | +317.8% | +50.1% | +267.7% | +250.7% |
| All | +8,241.0% | +4,870.0% | +3,371.0% | +2,599.2% |
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