+6.9%
TMO vs CNP
+66.3%
-59.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | 0.0% |
| 7D | -2.5% | -2.2% | -0.3% | -1.9% |
| 30D | -0.3% | -2.1% | +1.8% | +0.2% |
| 3M | +25.3% | -7.9% | +33.2% | +28.2% |
| 6M | +20.9% | -8.3% | +29.2% | +23.5% |
| YTD | +4.3% | +3.8% | +0.5% | +2.1% |
| 1Y | +27.0% | +5.9% | +21.2% | +23.2% |
| 3Y | +17.5% | +49.3% | -31.8% | -2.2% |
| 5Y | +6.9% | +69.3% | -62.3% | -11.7% |
| All | +6.9% | +66.3% | -59.3% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 5y: compounded portfolio wealth divided by compounded CNP 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…
5y analysis · Full analysis span regression · 6 months rolling