+7.0%
WMT vs TEM
-15.5%
+22.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +3.9% | +0.9% | +3.0% | +4.0% |
| 30D | -4.4% | +38.4% | -42.8% | -2.2% |
| 3M | -8.8% | +23.7% | -32.4% | -7.2% |
| 6M | -15.6% | +26.0% | -41.6% | -13.9% |
| YTD | -3.2% | +9.4% | -12.7% | -1.7% |
| 1Y | +7.0% | -17.3% | +24.3% | +6.3% |
| All | +7.0% | -15.5% | +22.6% | +6.3% |
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