+1,906.3%
TMO vs RL
+1,366.2%
+540.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.2% |
| 7D | -1.4% | -0.8% | -0.5% | -1.2% |
| 30D | +6.2% | -7.8% | +14.0% | +8.2% |
| 3M | +27.5% | -4.0% | +31.5% | +28.2% |
| 6M | +20.0% | -1.9% | +21.8% | +19.5% |
| YTD | +6.1% | -0.2% | +6.3% | +5.1% |
| 1Y | +25.8% | +10.7% | +15.2% | +21.5% |
| 3Y | +11.2% | +210.8% | -199.6% | -17.8% |
| 5Y | +9.6% | +238.2% | -228.7% | -22.5% |
| 10Y | +317.8% | +313.4% | +4.4% | +155.9% |
| All | +1,906.3% | +1,366.2% | +540.2% | +709.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling