+27.4%
WMT vs TEM
-11.1%
+38.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.8% | +6.3% | +3.2% |
| 7D | +8.8% | -1.3% | +10.1% | +8.6% |
| 30D | +22.9% | -9.5% | +32.4% | +22.3% |
| 3M | +16.1% | +60.7% | -44.6% | +21.1% |
| 6M | -0.5% | +35.5% | -35.9% | +3.0% |
| YTD | +16.7% | +28.0% | -11.4% | +20.7% |
| 1Y | +27.4% | -10.5% | +37.9% | +26.3% |
| All | +27.4% | -11.1% | +38.5% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling