+8,131.0%
TMO vs CLX
+2,294.7%
+5,836.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +1.0% |
| 7D | -0.5% | -4.9% | +4.5% | +0.8% |
| 30D | +1.0% | -15.8% | +16.8% | +5.5% |
| 3M | +22.7% | -7.9% | +30.6% | +25.0% |
| 6M | +19.0% | -19.0% | +38.1% | +24.7% |
| YTD | +4.7% | -7.9% | +12.7% | +5.8% |
| 1Y | +26.0% | -25.4% | +51.4% | +34.2% |
| 3Y | +18.0% | -35.0% | +53.0% | +29.4% |
| 5Y | +8.0% | -36.8% | +44.7% | +17.3% |
| 10Y | +333.8% | -1.4% | +335.2% | +308.7% |
| All | +8,131.0% | +2,294.7% | +5,836.3% | +4,033.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling