+2,283.6%
TMO vs CSGP
+3,294.4%
-1,010.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.7% | +7.3% | +3.6% |
| 7D | -0.3% | +1.3% | -1.6% | -0.7% |
| 30D | +4.9% | +10.7% | -5.7% | +2.0% |
| 3M | +19.9% | +3.3% | +16.6% | +17.7% |
| 6M | +47.2% | -10.3% | +57.5% | +48.0% |
| YTD | +20.2% | -54.6% | +74.8% | +37.8% |
| 1Y | +23.2% | -54.6% | +77.8% | +41.1% |
| 3Y | +54.2% | -60.3% | +114.5% | +79.7% |
| 5Y | +14.3% | -63.3% | +77.6% | +33.1% |
| 10Y | +387.6% | +66.5% | +321.1% | +324.3% |
| All | +2,283.6% | +3,294.4% | -1,010.8% | +1,017.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling