-3.0%
WMT vs TLN
+2.2%
-5.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.7% |
| 7D | -1.2% | +22.3% | -23.5% | +1.9% |
| 30D | +12.4% | +1.2% | +11.2% | +13.2% |
| 3M | +9.0% | +5.9% | +3.1% | +10.1% |
| 6M | -3.0% | +3.2% | -6.2% | -1.6% |
| All | -3.0% | +2.2% | -5.1% | -1.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling