+1,757.1%
TSM vs WMT
+429.5%
+1,327.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +2.6% | -2.5% | +5.1% | +3.3% |
| 30D | +1.4% | -6.4% | +7.8% | +2.9% |
| 3M | +5.0% | -12.1% | +17.1% | +8.0% |
| 6M | +24.0% | -15.0% | +38.9% | +28.2% |
| YTD | +41.6% | -4.5% | +46.1% | +41.2% |
| 1Y | +66.2% | +6.2% | +60.0% | +59.8% |
| 3Y | +398.2% | +99.9% | +298.3% | +284.5% |
| 5Y | +277.6% | +131.4% | +146.2% | +172.8% |
| All | +1,757.1% | +429.5% | +1,327.6% | +1,021.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling