+26.0%
WMT vs TLN
+1.6%
+24.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.3% | +1.2% |
| 7D | +2.0% | +11.0% | -9.0% | +3.2% |
| 30D | +10.3% | +4.9% | +5.4% | +11.2% |
| 3M | +11.0% | +4.9% | +6.0% | +12.0% |
| 6M | -2.3% | +7.1% | -9.5% | -0.6% |
| YTD | +15.7% | +0.3% | +15.4% | +17.6% |
| 1Y | +26.0% | +5.9% | +20.1% | +31.0% |
| All | +26.0% | +1.6% | +24.4% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling