+6.8%
TMO vs WM
+53.3%
-46.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | +0.4% | -0.9% | +1.3% | +0.7% |
| 30D | +1.5% | -4.3% | +5.9% | +3.1% |
| 3M | +28.5% | +0.8% | +27.8% | +28.0% |
| 6M | +20.4% | -10.8% | +31.1% | +24.9% |
| YTD | +4.3% | -0.1% | +4.3% | +3.5% |
| 1Y | +24.1% | +1.0% | +23.1% | +22.6% |
| 3Y | +17.5% | +45.1% | -27.6% | -4.0% |
| 5Y | +6.8% | +52.1% | -45.3% | -16.2% |
| All | +6.8% | +53.3% | -46.5% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling