+6.9%
TMO vs CPB
-40.6%
+47.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | +0.4% |
| 7D | -2.5% | -5.4% | +2.9% | -1.4% |
| 30D | -0.3% | -7.8% | +7.5% | +1.2% |
| 3M | +25.3% | -6.9% | +32.2% | +26.5% |
| 6M | +20.9% | -12.2% | +33.0% | +23.4% |
| YTD | +4.3% | -21.1% | +25.4% | +8.7% |
| 1Y | +27.0% | -33.5% | +60.5% | +37.7% |
| 3Y | +17.5% | -43.2% | +60.7% | +30.4% |
| 5Y | +6.9% | -40.9% | +47.8% | +15.0% |
| All | +6.9% | -40.6% | +47.6% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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