+9,660.8%
TMO vs WM
+29,035.9%
-19,375.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.3% |
| 7D | +1.6% | +0.8% | +0.9% | +1.4% |
| 30D | +8.4% | +13.8% | -5.4% | +5.2% |
| 3M | +18.7% | +6.4% | +12.3% | +16.9% |
| 6M | +58.9% | +13.2% | +45.6% | +54.2% |
| YTD | +24.2% | +10.8% | +13.4% | +20.9% |
| 1Y | +22.8% | +20.2% | +2.6% | +17.4% |
| 3Y | +61.6% | +46.5% | +15.2% | +47.2% |
| 5Y | +15.3% | +61.3% | -46.0% | +2.6% |
| 10Y | +388.1% | +324.8% | +63.4% | +256.2% |
| All | +9,660.8% | +29,035.9% | -19,375.1% | +5,232.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling