+10.6%
TMO vs RGEN
-44.2%
+54.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -0.6% | -1.4% | +0.8% | -0.2% |
| 30D | +1.1% | -0.3% | +1.4% | +1.1% |
| 3M | +28.3% | +23.9% | +4.4% | +18.5% |
| 6M | +23.3% | +38.5% | -15.3% | +9.3% |
| YTD | +5.5% | +0.8% | +4.6% | +3.6% |
| 1Y | +24.5% | +38.2% | -13.7% | +10.1% |
| 3Y | +19.6% | +1.3% | +18.3% | +10.2% |
| All | +10.6% | -44.2% | +54.8% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 5y: compounded portfolio wealth divided by compounded RGEN 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…
5y analysis · Full analysis span regression · 6 months rolling