+8,096.9%
TMO vs GWW
+13,908.6%
-5,811.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -2.5% | -3.1% | +0.7% | -1.4% |
| 30D | -0.3% | -2.3% | +2.0% | +0.4% |
| 3M | +25.3% | -3.3% | +28.6% | +26.4% |
| 6M | +20.9% | +15.4% | +5.5% | +14.8% |
| YTD | +4.3% | +26.7% | -22.4% | -4.3% |
| 1Y | +27.0% | +29.0% | -1.9% | +15.7% |
| 3Y | +17.5% | +89.0% | -71.5% | -6.7% |
| 5Y | +6.9% | +221.8% | -214.8% | -29.9% |
| 10Y | +332.0% | +562.7% | -230.7% | +107.1% |
| All | +8,096.9% | +13,908.6% | -5,811.7% | +1,461.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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