+129.7%
WMT vs TMF
-87.6%
+217.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +0.1% | +1.0% | -0.9% | +0.1% |
| 30D | -5.0% | -1.8% | -3.1% | -4.9% |
| 3M | -11.3% | -8.2% | -3.0% | -11.1% |
| 6M | -13.8% | -19.5% | +5.7% | -13.3% |
| YTD | -4.2% | -16.0% | +11.8% | -3.8% |
| 1Y | +4.6% | -22.5% | +27.1% | +5.2% |
| 3Y | +100.5% | -42.3% | +142.8% | +102.0% |
| 5Y | +129.7% | -87.7% | +217.4% | +130.6% |
| All | +129.7% | -87.6% | +217.3% | +130.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling