+328.6%
TMO vs RL
+311.3%
+17.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | -0.6% | -3.4% | +2.8% | 0.0% |
| 30D | +1.1% | -14.4% | +15.6% | +4.0% |
| 3M | +28.3% | -13.6% | +41.9% | +31.5% |
| 6M | +23.3% | +0.6% | +22.7% | +22.3% |
| YTD | +5.5% | -3.6% | +9.1% | +5.3% |
| 1Y | +24.5% | +8.3% | +16.2% | +21.7% |
| 3Y | +19.6% | +204.8% | -185.2% | -4.1% |
| 5Y | +8.1% | +232.9% | -224.8% | -16.0% |
| All | +328.6% | +311.3% | +17.3% | +214.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling