+9,012.0%
WMT vs TFC
+2,596.5%
+6,415.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +3.9% | +2.4% | +1.5% | +3.4% |
| 30D | -4.4% | -1.3% | -3.1% | -4.1% |
| 3M | -8.8% | +6.1% | -14.8% | -10.0% |
| 6M | -15.6% | +7.3% | -23.0% | -17.0% |
| YTD | -3.2% | +8.2% | -11.4% | -5.2% |
| 1Y | +7.0% | +14.4% | -7.4% | +3.6% |
| 3Y | +105.3% | +93.7% | +11.6% | +75.8% |
| 5Y | +129.3% | +16.4% | +112.9% | +112.2% |
| 10Y | +423.9% | +101.6% | +322.4% | +302.6% |
| All | +9,012.0% | +2,596.5% | +6,415.5% | +3,999.5% |
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