+594.4%
TMO vs CNH
+64.7%
+529.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.8% | -1.7% |
| 7D | -1.4% | +23.3% | -24.6% | -6.0% |
| 30D | +6.2% | +33.5% | -27.2% | -0.8% |
| 3M | +27.5% | +32.7% | -5.3% | +18.7% |
| 6M | +20.0% | +22.2% | -2.2% | +13.2% |
| YTD | +6.1% | +57.7% | -51.6% | -6.0% |
| 1Y | +25.8% | +28.0% | -2.1% | +16.8% |
| 3Y | +11.2% | +11.5% | -0.3% | +4.8% |
| 5Y | +9.6% | +11.9% | -2.3% | +1.2% |
| 10Y | +317.8% | +162.8% | +155.0% | +204.1% |
| All | +594.4% | +64.7% | +529.7% | +423.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling