+424.9%
TMO vs W
+177.7%
+247.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.8% |
| 7D | +0.4% | +6.5% | -6.1% | -0.3% |
| 30D | +1.5% | -6.2% | +7.7% | +2.2% |
| 3M | +28.5% | +48.9% | -20.3% | +21.8% |
| 6M | +20.4% | +31.2% | -10.8% | +15.1% |
| YTD | +4.3% | -0.4% | +4.7% | +2.4% |
| 1Y | +24.1% | +14.8% | +9.3% | +19.2% |
| 3Y | +17.5% | +40.5% | -23.0% | +5.1% |
| 5Y | +6.8% | -62.1% | +68.9% | +0.1% |
| 10Y | +311.9% | +141.5% | +170.3% | +197.9% |
| All | +424.9% | +177.7% | +247.2% | +276.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling