+285.0%
TSM vs WMT
+129.2%
+155.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +4.8% | -0.2% | +5.0% | +4.8% |
| 30D | +4.0% | -5.8% | +9.9% | +4.7% |
| 3M | +2.0% | -10.8% | +12.7% | +3.3% |
| 6M | +25.5% | -14.3% | +39.8% | +27.7% |
| YTD | +44.0% | -4.4% | +48.4% | +43.3% |
| 1Y | +75.4% | +4.3% | +71.1% | +71.1% |
| 3Y | +406.7% | +100.1% | +306.7% | +326.8% |
| 5Y | +285.0% | +130.8% | +154.2% | +212.9% |
| All | +285.0% | +129.2% | +155.8% | +212.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling