+10.6%
TMO vs RKT
-10.3%
+20.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -0.6% | -6.3% | +5.6% | +0.5% |
| 30D | +1.1% | -6.2% | +7.3% | +2.1% |
| 3M | +28.3% | -1.9% | +30.2% | +27.9% |
| 6M | +23.3% | -13.0% | +36.3% | +24.7% |
| YTD | +5.5% | -31.9% | +37.4% | +10.7% |
| 1Y | +24.5% | -37.6% | +62.1% | +32.0% |
| 3Y | +19.6% | +36.8% | -17.2% | +1.9% |
| All | +10.6% | -10.3% | +20.9% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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