+21.1%
TMO vs ROIV
+87.6%
-66.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | +0.8% | +1.7% | -0.9% | +0.6% |
| 30D | +4.0% | +17.6% | -13.6% | +2.4% |
| 3M | +17.6% | +9.0% | +8.6% | +16.2% |
| 6M | +57.3% | +35.3% | +22.0% | +49.5% |
| YTD | +21.2% | +82.2% | -61.0% | +14.0% |
| 1Y | +21.1% | +92.3% | -71.1% | +13.4% |
| All | +21.1% | +87.6% | -66.5% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 1y: compounded portfolio wealth divided by compounded ROIV 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…
1y analysis · Full analysis span regression · 6 months rolling