+328.6%
TMO vs WING
+407.7%
-79.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.0% | -4.9% | +0.3% |
| 7D | -0.6% | +7.2% | -7.9% | -1.6% |
| 30D | +1.1% | +4.8% | -3.7% | +0.2% |
| 3M | +28.3% | -23.7% | +52.0% | +32.4% |
| 6M | +23.3% | -43.6% | +66.8% | +31.9% |
| YTD | +5.5% | -50.6% | +56.0% | +14.3% |
| 1Y | +24.5% | -57.0% | +81.6% | +37.0% |
| 3Y | +19.6% | -28.3% | +47.8% | +15.9% |
| 5Y | +8.1% | -32.4% | +40.5% | +1.2% |
| All | +328.6% | +407.7% | -79.1% | +213.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 10y: compounded portfolio wealth divided by compounded WING 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…
10y analysis · Full analysis span regression · 6 months rolling