+832.3%
WMT vs TCOM
+2,569.4%
-1,737.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | 0.0% |
| 7D | -0.2% | -10.2% | +9.9% | +0.4% |
| 30D | -5.8% | -16.8% | +11.0% | -4.9% |
| 3M | -10.8% | -16.7% | +5.9% | -9.9% |
| 6M | -14.3% | -27.1% | +12.7% | -12.9% |
| YTD | -4.4% | -45.5% | +41.1% | -1.3% |
| 1Y | +4.3% | -45.9% | +50.2% | +7.7% |
| 3Y | +100.1% | +9.8% | +90.3% | +95.8% |
| 5Y | +130.8% | +23.8% | +107.0% | +119.5% |
| 10Y | +433.7% | -10.8% | +444.5% | +405.7% |
| All | +832.3% | +2,569.4% | -1,737.1% | +559.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling