+3,770.5%
WMT vs TD
+7,715.7%
-3,945.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.1% |
| 7D | -0.2% | -1.9% | +1.7% | +0.3% |
| 30D | -5.8% | -1.6% | -4.2% | -5.5% |
| 3M | -10.8% | +4.6% | -15.4% | -12.0% |
| 6M | -14.3% | +26.8% | -41.2% | -19.8% |
| YTD | -4.4% | +28.3% | -32.7% | -10.9% |
| 1Y | +4.3% | +60.4% | -56.1% | -8.5% |
| 3Y | +100.1% | +125.7% | -25.6% | +58.8% |
| 5Y | +130.8% | +122.4% | +8.5% | +82.0% |
| 10Y | +433.7% | +297.1% | +136.6% | +247.8% |
| All | +3,770.5% | +7,715.7% | -3,945.2% | +762.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling