+37.6%
TMO vs RAM
-82.2%
+119.9%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -32.5% | +28.3% | -3.8% |
| 7D | -4.5% | -49.5% | +44.9% | -4.3% |
| 30D | +3.1% | -63.2% | +66.3% | +2.9% |
| 3M | +17.2% | -58.5% | +75.7% | +17.6% |
| All | +37.6% | -82.2% | +119.9% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RAM.
Daily Out/Under-Performance
Portfolio return minus RAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RAM 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 6mo: compounded portfolio wealth divided by compounded RAM 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…
6mo analysis · Full analysis span regression · Available span rolling