+19.6%
TMO vs WEC
+39.2%
-19.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.6% | -0.6% | -0.1% | -0.5% |
| 30D | +1.1% | -2.6% | +3.8% | +1.6% |
| 3M | +28.3% | -6.0% | +34.4% | +30.0% |
| 6M | +23.3% | -5.4% | +28.7% | +24.5% |
| YTD | +5.5% | +2.5% | +3.0% | +4.2% |
| 1Y | +24.5% | -0.7% | +25.3% | +23.8% |
| 3Y | +19.6% | +38.7% | -19.2% | +5.3% |
| All | +19.6% | +39.2% | -19.6% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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