+388.2%
TMO vs CSGP
+72.5%
+315.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.3% | +1.6% | +3.2% |
| 7D | +5.7% | -1.8% | +7.5% | +6.2% |
| 30D | +9.7% | +5.3% | +4.4% | +6.8% |
| 3M | +21.6% | +3.3% | +18.3% | +18.2% |
| 6M | +55.5% | -4.7% | +60.1% | +53.9% |
| YTD | +24.9% | -53.5% | +78.4% | +54.1% |
| 1Y | +26.5% | -53.7% | +80.2% | +56.1% |
| 3Y | +64.0% | -59.7% | +123.8% | +107.7% |
| 5Y | +18.3% | -62.5% | +80.8% | +49.0% |
| 10Y | +388.2% | +67.3% | +321.0% | +311.4% |
| All | +388.2% | +72.5% | +315.7% | +311.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling