+18.8%
TMO vs WM
+44.2%
-25.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.6% |
| 7D | -0.5% | -1.2% | +0.7% | -0.2% |
| 30D | +1.0% | -4.5% | +5.5% | +1.9% |
| 3M | +22.7% | -2.2% | +24.9% | +23.2% |
| 6M | +19.0% | -11.5% | +30.5% | +21.8% |
| YTD | +4.7% | -0.7% | +5.4% | +4.5% |
| 1Y | +26.0% | +0.3% | +25.7% | +25.5% |
| All | +18.8% | +44.2% | -25.5% | +21.7% |
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