+8,131.0%
TMO vs ROK
+15,563.1%
-7,432.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.7% |
| 7D | -0.5% | +0.2% | -0.6% | -0.5% |
| 30D | +1.0% | -1.8% | +2.8% | +1.6% |
| 3M | +22.7% | -7.2% | +29.9% | +25.3% |
| 6M | +19.0% | +14.2% | +4.9% | +12.8% |
| YTD | +4.7% | +10.6% | -5.8% | +0.1% |
| 1Y | +26.0% | +25.9% | +0.1% | +15.1% |
| 3Y | +18.0% | +50.8% | -32.8% | -1.2% |
| 5Y | +8.0% | +47.0% | -39.1% | -10.5% |
| 10Y | +333.8% | +354.9% | -21.1% | +134.4% |
| All | +8,131.0% | +15,563.1% | -7,432.0% | +1,527.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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