+544.2%
WMT vs TMF
-82.1%
+626.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.5% |
| 7D | +2.0% | -9.3% | +11.3% | +1.9% |
| 30D | +10.3% | +1.9% | +8.3% | +10.3% |
| 3M | +11.0% | -11.2% | +22.2% | +10.7% |
| 6M | -2.3% | -17.7% | +15.4% | -2.7% |
| YTD | +15.7% | -24.5% | +40.2% | +15.0% |
| 1Y | +26.0% | -29.4% | +55.4% | +25.0% |
| 3Y | +136.5% | -33.4% | +169.9% | +135.6% |
| 5Y | +176.8% | -88.7% | +265.6% | +150.0% |
| All | +544.2% | -82.1% | +626.3% | +498.6% |
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