+8,096.9%
TMO vs ROL
+8,699.3%
-602.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -2.5% | -3.2% | +0.8% | -1.4% |
| 30D | -0.3% | -6.6% | +6.3% | +2.0% |
| 3M | +25.3% | -27.3% | +52.6% | +38.7% |
| 6M | +20.9% | -38.1% | +58.9% | +41.0% |
| YTD | +4.3% | -41.8% | +46.1% | +23.9% |
| 1Y | +27.0% | -37.8% | +64.8% | +47.0% |
| 3Y | +17.5% | -0.3% | +17.8% | +13.6% |
| 5Y | +6.9% | -5.1% | +12.0% | +3.4% |
| 10Y | +332.0% | +208.4% | +123.6% | +173.2% |
| All | +8,096.9% | +8,699.3% | -602.4% | +1,651.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling