+27.4%
WMT vs TMF
-23.9%
+51.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +3.1% |
| 7D | +8.8% | +4.0% | +4.8% | +8.2% |
| 30D | +22.9% | +19.5% | +3.5% | +20.4% |
| 3M | +16.1% | -3.5% | +19.6% | +15.7% |
| 6M | -0.5% | -10.6% | +10.1% | -0.1% |
| YTD | +16.7% | -17.1% | +33.7% | +19.0% |
| 1Y | +27.4% | -24.3% | +51.6% | +32.5% |
| All | +27.4% | -23.9% | +51.3% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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