+24.5%
TMO vs CRL
+80.5%
-56.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.2% |
| 7D | -0.6% | -3.5% | +2.9% | +0.9% |
| 30D | +1.1% | -2.1% | +3.3% | +2.0% |
| 3M | +28.3% | +48.0% | -19.6% | +7.1% |
| 6M | +23.3% | +64.7% | -41.5% | -2.0% |
| YTD | +5.5% | +39.5% | -34.0% | -9.8% |
| 1Y | +24.5% | +74.2% | -49.6% | -8.0% |
| All | +24.5% | +80.5% | -56.0% | -8.0% |
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