+8,598.6%
WFC vs TMO
+8,131.0%
+467.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +0.4% | -0.5% | +0.9% | +0.6% |
| 30D | +2.5% | +1.0% | +1.5% | +2.0% |
| 3M | +10.0% | +22.7% | -12.7% | +1.7% |
| 6M | +15.1% | +19.0% | -3.9% | +7.1% |
| YTD | -2.2% | +4.7% | -6.9% | -5.0% |
| 1Y | +13.5% | +26.0% | -12.6% | +2.5% |
| 3Y | +135.2% | +18.0% | +117.2% | +114.3% |
| 5Y | +128.3% | +8.0% | +120.3% | +111.3% |
| 10Y | +142.4% | +333.8% | -191.4% | +30.7% |
| All | +8,598.6% | +8,131.0% | +467.6% | +1,659.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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