+99.2%
WMT vs TFC
+92.6%
+6.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -2.5% | -2.5% | 0.0% | -2.1% |
| 30D | -6.4% | -2.8% | -3.6% | -6.0% |
| 3M | -12.1% | +2.1% | -14.3% | -12.4% |
| 6M | -15.0% | +10.1% | -25.1% | -16.2% |
| YTD | -4.5% | +5.4% | -9.9% | -5.6% |
| 1Y | +6.2% | +16.3% | -10.1% | +3.2% |
| All | +99.2% | +92.6% | +6.6% | +80.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling