+18.3%
TMO vs W
+34.3%
-16.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.1% |
| 7D | -2.5% | +0.5% | -3.0% | -2.5% |
| 30D | -0.3% | -5.6% | +5.3% | +0.3% |
| 3M | +25.3% | +41.9% | -16.7% | +18.1% |
| 6M | +20.9% | +30.2% | -9.4% | +14.6% |
| YTD | +4.3% | -2.9% | +7.3% | +2.4% |
| 1Y | +27.0% | +11.6% | +15.5% | +21.3% |
| All | +18.3% | +34.3% | -16.1% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 3y: compounded portfolio wealth divided by compounded W 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…
3y analysis · Full analysis span regression · 6 months rolling