+333.8%
TMO vs CSGP
+37.7%
+296.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +1.2% |
| 7D | -0.5% | -5.4% | +4.9% | +1.2% |
| 30D | +1.0% | -6.0% | +7.0% | +2.6% |
| 3M | +22.7% | -12.8% | +35.5% | +26.9% |
| 6M | +19.0% | -38.9% | +57.9% | +37.5% |
| YTD | +4.7% | -56.0% | +60.7% | +33.3% |
| 1Y | +26.0% | -66.4% | +92.5% | +74.8% |
| 3Y | +18.0% | -64.2% | +82.2% | +57.1% |
| 5Y | +8.0% | -67.0% | +75.0% | +43.2% |
| 10Y | +333.8% | +43.8% | +290.0% | +271.8% |
| All | +333.8% | +37.7% | +296.1% | +271.8% |
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