+411.0%
TSM vs WMT
+100.8%
+310.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.4% |
| 7D | +6.0% | +0.1% | +5.9% | +6.0% |
| 30D | +4.5% | -5.0% | +9.5% | +4.8% |
| 3M | +3.1% | -11.3% | +14.4% | +4.0% |
| 6M | +30.2% | -13.8% | +44.0% | +31.4% |
| YTD | +45.2% | -4.2% | +49.4% | +44.2% |
| 1Y | +79.6% | +4.6% | +75.0% | +75.4% |
| 3Y | +411.0% | +100.5% | +310.5% | +351.3% |
| All | +411.0% | +100.8% | +310.1% | +351.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling