+328.6%
TMO vs ROL
+211.6%
+117.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | -0.6% | -3.2% | +2.5% | +0.5% |
| 30D | +1.1% | -4.9% | +6.0% | +2.9% |
| 3M | +28.3% | -25.8% | +54.2% | +42.1% |
| 6M | +23.3% | -37.6% | +60.8% | +45.3% |
| YTD | +5.5% | -41.5% | +46.9% | +27.0% |
| 1Y | +24.5% | -39.5% | +64.0% | +47.4% |
| 3Y | +19.6% | +0.1% | +19.4% | +12.4% |
| 5Y | +8.1% | -4.6% | +12.7% | +1.1% |
| All | +328.6% | +211.6% | +117.0% | +166.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling