+61.1%
WMT vs TEM
+46.9%
+14.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.1% | 0.0% |
| 7D | -2.5% | -9.2% | +6.7% | -2.4% |
| 30D | -6.4% | +5.5% | -11.9% | -6.6% |
| 3M | -12.1% | +18.7% | -30.8% | -12.6% |
| 6M | -15.0% | +15.4% | -30.4% | -15.5% |
| YTD | -4.5% | -0.5% | -4.0% | -4.9% |
| 1Y | +6.2% | -24.8% | +31.0% | +6.4% |
| All | +61.1% | +46.9% | +14.2% | +57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling