+99.2%
WMT vs TD
+125.8%
-26.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | -2.5% | -2.6% | +0.1% | -2.2% |
| 30D | -6.4% | -1.0% | -5.4% | -6.3% |
| 3M | -12.1% | +5.6% | -17.7% | -12.7% |
| 6M | -15.0% | +27.1% | -42.1% | -17.7% |
| YTD | -4.5% | +29.4% | -33.9% | -8.0% |
| 1Y | +6.2% | +60.7% | -54.5% | -1.3% |
| All | +99.2% | +125.8% | -26.6% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 3y: compounded portfolio wealth divided by compounded TD 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…
3y analysis · Full analysis span regression · 6 months rolling