+328.6%
TMO vs CNH
+158.6%
+170.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | -0.6% | -5.7% | +5.0% | +0.7% |
| 30D | +1.1% | +26.6% | -25.4% | -4.6% |
| 3M | +28.3% | +31.1% | -2.7% | +19.6% |
| 6M | +23.3% | +24.9% | -1.6% | +15.5% |
| YTD | +5.5% | +48.7% | -43.3% | -5.7% |
| 1Y | +24.5% | +22.2% | +2.3% | +16.5% |
| 3Y | +19.6% | +7.4% | +12.1% | +13.4% |
| 5Y | +8.1% | +10.8% | -2.7% | -0.1% |
| All | +328.6% | +158.6% | +170.0% | +216.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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