+1,643.1%
TSM vs WMT
+538.2%
+1,104.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.0% |
| 7D | +6.2% | +2.0% | +4.2% | +5.7% |
| 30D | -7.3% | +10.3% | -17.5% | -9.6% |
| 3M | -7.1% | +11.0% | -18.1% | -9.8% |
| 6M | +0.2% | -2.3% | +2.6% | +0.4% |
| YTD | +32.2% | +15.7% | +16.5% | +25.5% |
| 1Y | +42.8% | +26.0% | +16.8% | +31.7% |
| 3Y | +330.4% | +136.5% | +193.9% | +218.0% |
| 5Y | +263.9% | +176.8% | +87.1% | +150.8% |
| All | +1,643.1% | +538.2% | +1,104.9% | +899.5% |
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