+328.6%
TMO vs CLX
-3.7%
+332.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.4% |
| 7D | -0.6% | -5.7% | +5.1% | +0.7% |
| 30D | +1.1% | -17.0% | +18.1% | +5.7% |
| 3M | +28.3% | -9.7% | +38.0% | +31.1% |
| 6M | +23.3% | -19.8% | +43.1% | +29.2% |
| YTD | +5.5% | -9.8% | +15.3% | +6.9% |
| 1Y | +24.5% | -26.2% | +50.7% | +32.7% |
| 3Y | +19.6% | -36.2% | +55.8% | +31.2% |
| 5Y | +8.1% | -38.3% | +46.5% | +17.5% |
| All | +328.6% | -3.7% | +332.3% | +354.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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