+428.1%
WMT vs TCOM
-9.8%
+437.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.3% |
| 7D | 0.0% | -4.9% | +4.9% | +0.1% |
| 30D | -7.4% | -14.4% | +7.0% | -7.1% |
| 3M | -10.9% | -17.7% | +6.8% | -10.5% |
| 6M | -12.7% | -25.1% | +12.4% | -12.2% |
| YTD | -3.2% | -45.7% | +42.5% | -2.0% |
| 1Y | +5.3% | -47.9% | +53.1% | +6.6% |
| 3Y | +101.9% | +8.9% | +92.9% | +100.2% |
| 5Y | +134.6% | +26.9% | +107.7% | +131.1% |
| All | +428.1% | -9.8% | +437.9% | +415.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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