+324.5%
TMO vs HWM
+1,323.5%
-999.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -10.7% | +8.9% | 0.0% |
| 7D | +0.4% | -9.2% | +9.6% | +1.9% |
| 30D | +1.5% | -17.9% | +19.4% | +4.6% |
| 3M | +28.5% | -6.0% | +34.6% | +29.3% |
| 6M | +20.4% | -7.4% | +27.7% | +21.2% |
| YTD | +4.3% | +13.1% | -8.8% | +1.3% |
| 1Y | +24.1% | +29.3% | -5.2% | +17.7% |
| 3Y | +17.5% | +389.9% | -372.4% | -12.5% |
| 5Y | +6.8% | +655.5% | -648.7% | -26.2% |
| All | +324.5% | +1,323.5% | -999.0% | +147.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling