+8,131.0%
TMO vs RRC
+1,194.1%
+6,936.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -0.5% | -1.7% | +1.3% | -0.3% |
| 30D | +1.0% | +3.6% | -2.6% | +0.7% |
| 3M | +22.7% | +8.8% | +13.9% | +21.7% |
| 6M | +19.0% | +0.8% | +18.2% | +18.7% |
| YTD | +4.7% | +19.0% | -14.2% | +2.9% |
| 1Y | +26.0% | +22.9% | +3.1% | +23.3% |
| 3Y | +18.0% | +32.3% | -14.3% | +13.8% |
| 5Y | +8.0% | +151.6% | -143.6% | -3.3% |
| 10Y | +333.8% | +5.5% | +328.3% | +282.2% |
| All | +8,131.0% | +1,194.1% | +6,936.9% | +5,862.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling