+2,375.8%
TMO vs CSGP
+3,371.1%
-995.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.3% | +1.6% | +3.4% |
| 7D | +5.7% | -1.8% | +7.5% | +6.0% |
| 30D | +9.7% | +5.3% | +4.4% | +7.8% |
| 3M | +21.6% | +3.3% | +18.3% | +19.4% |
| 6M | +55.5% | -4.7% | +60.1% | +54.5% |
| YTD | +24.9% | -53.5% | +78.4% | +42.5% |
| 1Y | +26.5% | -53.7% | +80.2% | +44.3% |
| 3Y | +64.0% | -59.7% | +123.8% | +90.7% |
| 5Y | +18.3% | -62.5% | +80.8% | +37.3% |
| 10Y | +388.2% | +67.3% | +321.0% | +324.3% |
| All | +2,375.8% | +3,371.1% | -995.3% | +1,055.2% |
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