+136.5%
WMT vs TFC
+95.5%
+41.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | +2.0% | +1.2% | +0.9% | +1.8% |
| 30D | +10.3% | +9.7% | +0.6% | +8.7% |
| 3M | +11.0% | -4.8% | +15.7% | +11.7% |
| 6M | -2.3% | +8.4% | -10.8% | -3.7% |
| YTD | +15.7% | +4.7% | +11.0% | +14.4% |
| 1Y | +26.0% | +15.0% | +11.0% | +22.5% |
| 3Y | +136.5% | +93.9% | +42.6% | +110.6% |
| All | +136.5% | +95.5% | +41.0% | +110.6% |
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 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