+2,287.9%
TMO vs WBD
+290.1%
+1,997.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | -0.6% | -0.7% | +0.1% | -0.5% |
| 30D | +1.1% | +1.4% | -0.3% | +0.8% |
| 3M | +28.3% | +4.4% | +23.9% | +27.2% |
| 6M | +23.3% | +0.8% | +22.4% | +23.1% |
| YTD | +5.5% | -2.7% | +8.2% | +5.9% |
| 1Y | +24.5% | +73.4% | -48.9% | +10.9% |
| 3Y | +19.6% | +142.1% | -122.6% | -5.7% |
| 5Y | +8.1% | +7.2% | +0.9% | -5.0% |
| 10Y | +336.7% | +14.2% | +322.5% | +220.2% |
| All | +2,287.9% | +290.1% | +1,997.8% | +982.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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