+523.5%
WMT vs TMF
-82.2%
+605.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | -0.2% |
| 7D | +0.6% | -1.1% | +1.6% | +0.5% |
| 30D | +12.8% | +11.8% | +0.9% | +13.0% |
| 3M | +11.7% | -4.0% | +15.8% | +11.6% |
| 6M | -3.5% | -16.5% | +13.0% | -3.9% |
| YTD | +13.4% | -19.9% | +33.3% | +12.9% |
| 1Y | +23.6% | -25.6% | +49.2% | +22.8% |
| 3Y | +133.9% | -29.9% | +163.8% | +133.2% |
| 5Y | +170.1% | -88.2% | +258.4% | +143.9% |
| 10Y | +523.5% | -81.7% | +605.2% | +484.8% |
| All | +523.5% | -82.2% | +605.7% | +484.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling