+95.2%
WMT vs TEM
+79.0%
+16.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.7% | +7.2% | +1.5% |
| 7D | +2.0% | -5.9% | +7.9% | +2.1% |
| 30D | +10.3% | +4.8% | +5.5% | +10.2% |
| 3M | +11.0% | +31.9% | -20.9% | +10.3% |
| 6M | -2.3% | +56.0% | -58.3% | -3.4% |
| YTD | +15.7% | +21.3% | -5.5% | +14.9% |
| 1Y | +26.0% | +5.4% | +20.6% | +25.6% |
| All | +95.2% | +79.0% | +16.2% | +90.5% |
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