+11.7%
TMO vs ROIV
+413.4%
-401.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.4% | +1.9% | -2.1% |
| 7D | +3.3% | +9.2% | -5.9% | +2.4% |
| 30D | +5.5% | +19.9% | -14.4% | +3.6% |
| 3M | +16.1% | +10.6% | +5.5% | +14.6% |
| 6M | +52.6% | +36.1% | +16.5% | +47.1% |
| YTD | +21.0% | +84.3% | -63.2% | +13.2% |
| 1Y | +19.4% | +87.6% | -68.2% | +11.4% |
| 3Y | +57.5% | +353.9% | -296.4% | +35.2% |
| 5Y | +11.7% | +376.1% | -364.4% | -12.4% |
| All | +11.7% | +413.4% | -401.7% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling