+433.7%
WMT vs TMF
-86.2%
+519.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.4% | -0.2% |
| 7D | -0.2% | -0.9% | +0.6% | -0.3% |
| 30D | -5.8% | -1.0% | -4.9% | -5.9% |
| 3M | -10.8% | -11.3% | +0.5% | -11.0% |
| 6M | -14.3% | -22.7% | +8.4% | -14.8% |
| YTD | -4.4% | -17.3% | +12.9% | -4.8% |
| 1Y | +4.3% | -22.5% | +26.8% | +3.8% |
| 3Y | +100.1% | -43.2% | +143.3% | +97.9% |
| 5Y | +130.8% | -88.3% | +219.1% | +108.2% |
| 10Y | +433.7% | -86.0% | +519.7% | +395.2% |
| All | +433.7% | -86.2% | +519.9% | +395.2% |
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