+48.1%
TMO vs RKT
-11.2%
+59.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +0.8% |
| 7D | -0.5% | -1.0% | +0.5% | -0.4% |
| 30D | +1.0% | -2.4% | +3.4% | +1.2% |
| 3M | +22.7% | +1.9% | +20.8% | +21.9% |
| 6M | +19.0% | -13.9% | +32.9% | +20.1% |
| YTD | +4.7% | -30.6% | +35.4% | +7.9% |
| 1Y | +26.0% | -34.4% | +60.4% | +30.2% |
| 3Y | +18.0% | +38.2% | -20.2% | +9.1% |
| 5Y | +8.0% | -9.7% | +17.6% | -1.2% |
| All | +48.1% | -11.2% | +59.3% | +34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling