+802.7%
WMT vs TMF
-68.9%
+871.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.2% |
| 7D | +3.9% | -1.4% | +5.4% | +3.9% |
| 30D | -4.4% | -2.8% | -1.6% | -4.5% |
| 3M | -8.8% | -10.9% | +2.1% | -9.2% |
| 6M | -15.6% | -21.3% | +5.7% | -16.5% |
| YTD | -3.2% | -15.9% | +12.7% | -3.8% |
| 1Y | +7.0% | -15.7% | +22.8% | +6.4% |
| 3Y | +105.3% | -43.4% | +148.7% | +101.8% |
| 5Y | +129.3% | -87.8% | +217.0% | +107.0% |
| 10Y | +423.9% | -86.7% | +510.7% | +388.8% |
| All | +802.7% | -68.9% | +871.5% | +824.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling