+63.3%
WMT vs TEM
+47.5%
+15.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.9% | +1.3% |
| 7D | 0.0% | -8.7% | +8.7% | +0.1% |
| 30D | -7.4% | +8.1% | -15.5% | -7.6% |
| 3M | -10.9% | +19.0% | -29.9% | -11.4% |
| 6M | -12.7% | +12.0% | -24.7% | -13.2% |
| YTD | -3.2% | -0.1% | -3.1% | -3.6% |
| 1Y | +5.3% | -33.5% | +38.8% | +6.1% |
| All | +63.3% | +47.5% | +15.7% | +59.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling