+333.8%
TMO vs WM
+303.2%
+30.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.7% |
| 7D | -0.5% | -1.2% | +0.7% | +0.1% |
| 30D | +1.0% | -4.5% | +5.5% | +3.1% |
| 3M | +22.7% | -2.2% | +24.9% | +23.7% |
| 6M | +19.0% | -11.5% | +30.5% | +25.0% |
| YTD | +4.7% | -0.7% | +5.4% | +4.1% |
| 1Y | +26.0% | +0.3% | +25.7% | +24.4% |
| 3Y | +18.0% | +44.2% | -26.2% | -5.5% |
| 5Y | +8.0% | +51.6% | -43.6% | -16.6% |
| 10Y | +333.8% | +310.4% | +23.4% | +107.5% |
| All | +333.8% | +303.2% | +30.5% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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