+12,702.2%
TSM vs WMT
+3,351.7%
+9,350.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.3% |
| 7D | +6.2% | +2.0% | +4.2% | +5.3% |
| 30D | -7.3% | +10.3% | -17.5% | -11.3% |
| 3M | -7.1% | +11.0% | -18.1% | -12.1% |
| 6M | +0.2% | -2.3% | +2.6% | -0.6% |
| YTD | +32.2% | +15.7% | +16.5% | +21.1% |
| 1Y | +42.8% | +26.0% | +16.8% | +25.4% |
| 3Y | +330.4% | +136.5% | +193.9% | +177.4% |
| 5Y | +263.9% | +176.8% | +87.1% | +113.5% |
| 10Y | +1,580.2% | +537.5% | +1,042.6% | +538.0% |
| All | +12,702.2% | +3,351.7% | +9,350.5% | +848.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling