+5.3%
WMT vs TFC
+16.6%
-11.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | 0.0% | -2.4% | +2.4% | +0.2% |
| 30D | -7.4% | -3.4% | -4.1% | -7.2% |
| 3M | -10.9% | +0.4% | -11.3% | -10.8% |
| 6M | -12.7% | +12.7% | -25.4% | -12.8% |
| YTD | -3.2% | +5.6% | -8.8% | -4.3% |
| 1Y | +5.3% | +16.0% | -10.8% | +1.6% |
| All | +5.3% | +16.6% | -11.3% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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