+8,241.0%
TMO vs WM
+26,336.4%
-18,095.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.5% | -0.5% |
| 7D | -1.4% | -0.3% | -1.0% | -1.3% |
| 30D | +6.2% | -2.4% | +8.6% | +6.8% |
| 3M | +27.5% | +0.4% | +27.0% | +27.3% |
| 6M | +20.0% | -9.5% | +29.4% | +22.3% |
| YTD | +6.1% | +0.5% | +5.6% | +5.7% |
| 1Y | +25.8% | -1.1% | +26.9% | +25.7% |
| 3Y | +11.2% | +46.0% | -34.8% | +1.4% |
| 5Y | +9.6% | +51.8% | -42.3% | -1.0% |
| 10Y | +317.8% | +307.5% | +10.2% | +208.7% |
| All | +8,241.0% | +26,336.4% | -18,095.4% | +4,562.6% |
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