+9,422.9%
TMO vs CLF
+723.8%
+8,699.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.5% |
| 7D | +0.8% | +10.4% | -9.6% | -0.4% |
| 30D | +4.0% | +0.6% | +3.5% | +3.5% |
| 3M | +17.6% | +4.1% | +13.5% | +16.1% |
| 6M | +57.3% | +15.1% | +42.2% | +52.3% |
| YTD | +21.2% | -4.7% | +25.9% | +19.0% |
| 1Y | +21.1% | +20.4% | +0.8% | +15.5% |
| 3Y | +58.8% | -23.4% | +82.2% | +52.7% |
| 5Y | +11.8% | -43.3% | +55.1% | +8.5% |
| 10Y | +376.2% | +80.5% | +295.7% | +253.1% |
| All | +9,422.9% | +723.8% | +8,699.1% | +3,702.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling