+19.6%
TMO vs WAB
+167.4%
-147.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.8% |
| 7D | -0.6% | +0.1% | -0.8% | -0.7% |
| 30D | +1.1% | -4.1% | +5.2% | +2.5% |
| 3M | +28.3% | +8.2% | +20.2% | +24.5% |
| 6M | +23.3% | +15.4% | +7.9% | +16.4% |
| YTD | +5.5% | +33.1% | -27.7% | -5.8% |
| 1Y | +24.5% | +48.1% | -23.5% | +6.8% |
| 3Y | +19.6% | +167.7% | -148.2% | -11.3% |
| All | +19.6% | +167.4% | -147.8% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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