+5,335.6%
TMO vs ROP
+24,458.1%
-19,122.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.8% | +0.8% |
| 7D | -0.5% | -6.1% | +5.7% | +1.4% |
| 30D | +1.0% | -3.4% | +4.4% | +2.0% |
| 3M | +22.7% | +16.7% | +6.0% | +17.0% |
| 6M | +19.0% | +8.1% | +10.9% | +15.9% |
| YTD | +4.7% | -11.7% | +16.4% | +7.9% |
| 1Y | +26.0% | -24.2% | +50.2% | +35.6% |
| 3Y | +18.0% | -19.0% | +37.0% | +24.4% |
| 5Y | +8.0% | -15.9% | +23.8% | +12.7% |
| 10Y | +333.8% | +135.7% | +198.1% | +238.6% |
| All | +5,335.6% | +24,458.1% | -19,122.5% | +2,171.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling