+25.8%
TMO vs RGTI
-0.2%
+26.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.4% | -2.5% | +1.2% | -1.3% |
| 30D | +6.2% | -9.4% | +15.6% | +6.4% |
| 3M | +27.5% | -37.1% | +64.5% | +29.2% |
| 6M | +20.0% | -14.4% | +34.4% | +19.1% |
| YTD | +6.1% | -31.4% | +37.5% | +5.5% |
| 1Y | +25.8% | +0.5% | +25.3% | +38.1% |
| All | +25.8% | -0.2% | +26.0% | +38.1% |
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