+36.0%
TSM vs WMT
+27.5%
+8.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.7% | -1.4% |
| 7D | -10.0% | +8.8% | -18.7% | -8.0% |
| 30D | -18.5% | +22.9% | -41.5% | -14.9% |
| 3M | -4.9% | +16.1% | -21.0% | -1.2% |
| 6M | -1.0% | -0.5% | -0.5% | +2.9% |
| YTD | +31.3% | +16.7% | +14.6% | +37.3% |
| 1Y | +36.0% | +27.4% | +8.6% | +43.2% |
| All | +36.0% | +27.5% | +8.5% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WMT.
Daily Out/Under-Performance
Portfolio return minus WMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMT 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 1y: compounded portfolio wealth divided by compounded WMT 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…
1y analysis · Full analysis span regression · 6 months rolling