+8.0%
TMO vs ROIV
+319.8%
-311.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.4% |
| 7D | -0.5% | +22.3% | -22.8% | -2.3% |
| 30D | +1.0% | +16.9% | -15.9% | -0.5% |
| 3M | +22.7% | +43.9% | -21.2% | +18.5% |
| 6M | +19.0% | +41.6% | -22.6% | +15.0% |
| YTD | +4.7% | +92.7% | -87.9% | -1.5% |
| 1Y | +26.0% | +210.2% | -184.2% | +13.8% |
| 3Y | +18.0% | +231.8% | -213.8% | +4.7% |
| 5Y | +8.0% | +319.8% | -311.8% | -12.7% |
| All | +8.0% | +319.8% | -311.8% | -12.7% |
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