+329.3%
TMO vs HWM
+1,311.7%
-982.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | -0.6% | -11.4% | +10.8% | +1.3% |
| 30D | +1.1% | -18.5% | +19.6% | +4.4% |
| 3M | +28.3% | -13.2% | +41.5% | +30.9% |
| 6M | +23.3% | -8.7% | +31.9% | +24.4% |
| YTD | +5.5% | +12.2% | -6.7% | +2.6% |
| 1Y | +24.5% | +24.9% | -0.4% | +18.8% |
| 3Y | +19.6% | +383.9% | -364.4% | -10.7% |
| 5Y | +8.1% | +646.1% | -638.0% | -25.1% |
| All | +329.3% | +1,311.7% | -982.4% | +150.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 10y: compounded portfolio wealth divided by compounded HWM 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…
10y analysis · Full analysis span regression · 6 months rolling