+9.4%
TMO vs RRC
+146.6%
-137.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -2.5% | -1.2% | -1.3% | -2.3% |
| 30D | -0.3% | +3.0% | -3.3% | -0.6% |
| 3M | +25.3% | +7.3% | +18.0% | +24.2% |
| 6M | +20.9% | +3.6% | +17.3% | +20.0% |
| YTD | +4.3% | +19.4% | -15.1% | +1.7% |
| 1Y | +27.0% | +21.4% | +5.6% | +23.4% |
| 3Y | +17.5% | +32.8% | -15.2% | +11.8% |
| All | +9.4% | +146.6% | -137.2% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 5y: compounded portfolio wealth divided by compounded RRC 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…
5y analysis · Full analysis span regression · 6 months rolling