+61.7%
TMO vs WM
+45.7%
+16.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | +2.8% | +1.2% | +1.7% | +2.6% |
| 30D | +9.1% | +13.7% | -4.5% | +6.0% |
| 3M | +19.9% | +5.2% | +14.6% | +18.2% |
| 6M | +54.7% | +11.2% | +43.5% | +50.8% |
| YTD | +24.3% | +9.4% | +14.9% | +21.1% |
| 1Y | +25.0% | +20.4% | +4.7% | +19.0% |
| 3Y | +61.7% | +44.7% | +17.0% | +41.9% |
| All | +61.7% | +45.7% | +16.0% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling