+130.8%
WMT vs TFC
+14.8%
+116.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -0.2% | -1.3% | +1.1% | -0.1% |
| 30D | -5.8% | -2.3% | -3.5% | -5.6% |
| 3M | -10.8% | +2.5% | -13.2% | -11.1% |
| 6M | -14.3% | +9.5% | -23.8% | -15.3% |
| YTD | -4.4% | +5.1% | -9.5% | -5.2% |
| 1Y | +4.3% | +15.5% | -11.1% | +2.2% |
| 3Y | +100.1% | +95.2% | +4.9% | +84.5% |
| 5Y | +130.8% | +14.5% | +116.4% | +123.2% |
| All | +130.8% | +14.8% | +116.1% | +123.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling