+123.7%
WMT vs TLN
+574.4%
-450.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.3% |
| 7D | 0.0% | -1.3% | +1.4% | 0.0% |
| 30D | -7.4% | -14.3% | +6.9% | -7.2% |
| 3M | -10.9% | -9.3% | -1.6% | -10.9% |
| 6M | -12.7% | -1.1% | -11.6% | -13.2% |
| YTD | -3.2% | -16.6% | +13.4% | -3.3% |
| 1Y | +5.3% | -22.0% | +27.3% | +5.3% |
| 3Y | +101.9% | +470.2% | -368.3% | +72.6% |
| All | +123.7% | +574.4% | -450.7% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling