+101.9%
WMT vs TDY
+46.9%
+55.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.1% |
| 7D | 0.0% | -1.1% | +1.1% | +0.2% |
| 30D | -7.4% | -12.0% | +4.6% | -5.2% |
| 3M | -10.9% | -3.2% | -7.7% | -10.5% |
| 6M | -12.7% | -7.9% | -4.8% | -11.5% |
| YTD | -3.2% | +18.2% | -21.4% | -7.2% |
| 1Y | +5.3% | +6.7% | -1.4% | +3.3% |
| 3Y | +101.9% | +47.5% | +54.3% | +85.5% |
| All | +101.9% | +46.9% | +55.0% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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