+19.6%
TMO vs ROST
+98.0%
-78.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | +0.5% |
| 7D | -0.6% | +0.2% | -0.9% | -0.7% |
| 30D | +1.1% | -6.9% | +8.0% | +2.8% |
| 3M | +28.3% | -3.3% | +31.6% | +29.1% |
| 6M | +23.3% | +9.0% | +14.2% | +19.1% |
| YTD | +5.5% | +28.9% | -23.4% | -3.3% |
| 1Y | +24.5% | +54.0% | -29.4% | +8.0% |
| 3Y | +19.6% | +100.7% | -81.2% | -4.7% |
| All | +19.6% | +98.0% | -78.4% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 3y: compounded portfolio wealth divided by compounded ROST 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…
3y analysis · Full analysis span regression · 6 months rolling