+270.1%
TSM vs WMT
+170.5%
+99.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.9% |
| 7D | +14.8% | -1.2% | +16.0% | +14.9% |
| 30D | -8.9% | +12.4% | -21.3% | -9.9% |
| 3M | -5.3% | +9.0% | -14.3% | -6.0% |
| 6M | +2.6% | -3.0% | +5.5% | +3.5% |
| YTD | +34.5% | +14.0% | +20.5% | +31.4% |
| 1Y | +41.0% | +23.0% | +18.0% | +35.6% |
| 3Y | +333.1% | +135.1% | +198.0% | +262.3% |
| 5Y | +270.1% | +172.7% | +97.4% | +191.1% |
| All | +270.1% | +170.5% | +99.6% | +191.1% |
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