+2,258.4%
TMO vs WPM
+5,810.9%
-3,552.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | 0.0% |
| 7D | -2.5% | -3.6% | +1.1% | -2.0% |
| 30D | -0.3% | +12.5% | -12.8% | -1.8% |
| 3M | +25.3% | +40.6% | -15.4% | +19.9% |
| 6M | +20.9% | +0.5% | +20.3% | +20.0% |
| YTD | +4.3% | +29.0% | -24.7% | +0.2% |
| 1Y | +27.0% | +43.8% | -16.8% | +20.1% |
| 3Y | +17.5% | +266.3% | -248.8% | -1.9% |
| 5Y | +6.9% | +255.1% | -248.2% | -11.2% |
| 10Y | +332.0% | +526.8% | -194.8% | +227.0% |
| All | +2,258.4% | +5,810.9% | -3,552.5% | +1,221.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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