+25.8%
TMO vs ROP
-21.5%
+47.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | +0.3% |
| 7D | -1.4% | -4.4% | +3.1% | 0.0% |
| 30D | +6.2% | +3.2% | +3.0% | +5.2% |
| 3M | +27.5% | +23.1% | +4.4% | +19.5% |
| 6M | +20.0% | +13.3% | +6.6% | +14.2% |
| YTD | +6.1% | -7.9% | +14.0% | +4.1% |
| 1Y | +25.8% | -22.1% | +47.9% | +27.8% |
| All | +25.8% | -21.5% | +47.3% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling