+27.8%
TMO vs RGTI
+54.2%
-26.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.1% |
| 7D | -0.6% | +0.5% | -1.1% | -0.7% |
| 30D | +1.1% | -17.1% | +18.2% | +1.6% |
| 3M | +28.3% | -26.0% | +54.3% | +29.1% |
| 6M | +23.3% | -9.9% | +33.1% | +22.7% |
| YTD | +5.5% | -31.1% | +36.5% | +5.6% |
| 1Y | +24.5% | -8.5% | +33.1% | +22.8% |
| 3Y | +19.6% | +652.2% | -632.6% | +5.1% |
| 5Y | +8.1% | +56.8% | -48.7% | -2.5% |
| All | +27.8% | +54.2% | -26.5% | +11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling