+84.4%
TSM vs WMT
+8.1%
+76.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.0% | +2.7% |
| 7D | +2.7% | +3.9% | -1.2% | +3.4% |
| 30D | +3.6% | -4.4% | +8.0% | +3.1% |
| 3M | -3.4% | -8.8% | +5.4% | -4.2% |
| 6M | +20.6% | -15.6% | +36.3% | +18.8% |
| YTD | +41.9% | -3.2% | +45.1% | +43.5% |
| 1Y | +84.4% | +7.0% | +77.3% | +96.3% |
| All | +84.4% | +8.1% | +76.2% | +96.3% |
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