+328.6%
TMO vs CLF
+133.3%
+195.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.9% |
| 7D | -0.6% | -3.5% | +2.9% | -0.3% |
| 30D | +1.1% | -1.6% | +2.7% | +1.2% |
| 3M | +28.3% | -12.0% | +40.4% | +29.3% |
| 6M | +23.3% | +30.0% | -6.7% | +18.9% |
| YTD | +5.5% | -9.2% | +14.6% | +4.9% |
| 1Y | +24.5% | +2.3% | +22.3% | +21.2% |
| 3Y | +19.6% | -14.4% | +34.0% | +14.6% |
| 5Y | +8.1% | -48.3% | +56.4% | +6.3% |
| All | +328.6% | +133.3% | +195.4% | +245.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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