+10,793.7%
WMT vs TFC
+2,508.8%
+8,284.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.3% |
| 3M | +11.0% | -4.8% | +15.7% | +12.0% |
| 6M | -2.3% | +8.4% | -10.8% | -4.1% |
| YTD | +15.7% | +4.7% | +11.0% | +14.1% |
| 1Y | +26.0% | +15.0% | +11.0% | +21.8% |
| 3Y | +136.5% | +93.9% | +42.6% | +102.9% |
| 5Y | +176.8% | +0.6% | +176.2% | +164.3% |
| 10Y | +537.5% | +78.0% | +459.6% | +403.8% |
| All | +10,793.7% | +2,508.8% | +8,284.9% | +4,831.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling