+25.4%
TMO vs CRL
+85.3%
-60.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.3% | +8.4% | +4.0% |
| 7D | +0.3% | -12.8% | +13.0% | +5.6% |
| 30D | +4.3% | +5.0% | -0.6% | +1.6% |
| 3M | +25.1% | +39.4% | -14.2% | +7.8% |
| 6M | +52.9% | +89.4% | -36.4% | +15.3% |
| YTD | +22.2% | +63.6% | -41.4% | -1.7% |
| 1Y | +25.4% | +83.5% | -58.1% | -1.9% |
| All | +25.4% | +85.3% | -60.0% | -1.9% |
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