+25.8%
TMO vs CRL
+78.8%
-53.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | 0.0% |
| 7D | -1.4% | -1.0% | -0.3% | -0.9% |
| 30D | +6.2% | +10.7% | -4.4% | +1.5% |
| 3M | +27.5% | +55.3% | -27.8% | +4.0% |
| 6M | +20.0% | +60.7% | -40.7% | -3.8% |
| YTD | +6.1% | +44.6% | -38.5% | -10.8% |
| 1Y | +25.8% | +77.7% | -51.9% | -7.7% |
| All | +25.8% | +78.8% | -53.0% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling