+10.6%
TMO vs CP
+34.9%
-24.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | -0.6% | -2.6% | +1.9% | +0.3% |
| 30D | +1.1% | -3.7% | +4.9% | +2.6% |
| 3M | +28.3% | +0.1% | +28.2% | +28.2% |
| 6M | +23.3% | +7.8% | +15.4% | +19.3% |
| YTD | +5.5% | +21.7% | -16.3% | -3.1% |
| 1Y | +24.5% | +18.6% | +5.9% | +15.6% |
| 3Y | +19.6% | +17.5% | +2.0% | +9.2% |
| All | +10.6% | +34.9% | -24.3% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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