+18.8%
TMO vs RL
+198.9%
-180.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.8% | +1.2% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | +1.0% | -17.5% | +18.5% | +5.3% |
| 3M | +22.7% | -14.0% | +36.7% | +26.4% |
| 6M | +19.0% | -2.0% | +21.0% | +18.4% |
| YTD | +4.7% | -4.6% | +9.3% | +4.6% |
| 1Y | +26.0% | +9.5% | +16.5% | +21.7% |
| All | +18.8% | +198.9% | -180.1% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling