+137.3%
WMT vs TMF
-29.8%
+167.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -1.6% | +0.6% | -2.2% | -1.6% |
| 30D | +12.9% | +16.3% | -3.5% | +12.2% |
| 3M | +12.6% | -2.7% | +15.3% | +12.6% |
| 6M | -3.4% | -13.2% | +9.7% | -3.2% |
| YTD | +13.5% | -16.7% | +30.2% | +13.9% |
| 1Y | +23.5% | -22.7% | +46.2% | +24.2% |
| 3Y | +137.3% | -26.1% | +163.4% | +144.8% |
| All | +137.3% | -29.8% | +167.1% | +144.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling