+8,187.2%
TMO vs WY
+655.2%
+7,531.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -0.6% | -4.2% | +3.5% | +0.7% |
| 30D | +1.1% | -10.1% | +11.2% | +4.6% |
| 3M | +28.3% | -8.5% | +36.8% | +31.6% |
| 6M | +23.3% | -3.3% | +26.6% | +24.1% |
| YTD | +5.5% | -4.4% | +9.8% | +6.2% |
| 1Y | +24.5% | -11.5% | +36.0% | +28.4% |
| 3Y | +19.6% | -24.3% | +43.9% | +28.8% |
| 5Y | +8.1% | -21.3% | +29.4% | +14.0% |
| 10Y | +336.7% | +7.0% | +329.7% | +285.4% |
| All | +8,187.2% | +655.2% | +7,531.9% | +3,784.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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