+25.4%
TMO vs RGTI
-69.7%
+95.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.1% |
| 7D | +0.3% | -9.6% | +9.9% | +0.7% |
| 30D | +4.3% | -26.0% | +30.4% | +5.4% |
| 3M | +25.1% | -35.8% | +60.9% | +26.9% |
| 6M | +52.9% | -36.7% | +89.6% | +53.0% |
| YTD | +22.2% | -49.4% | +71.6% | +22.8% |
| 1Y | +25.4% | -68.1% | +93.5% | +27.4% |
| All | +25.4% | -69.7% | +95.1% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 1y: compounded portfolio wealth divided by compounded RGTI 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…
1y analysis · Full analysis span regression · 6 months rolling