+957.8%
WMT vs TMF
-70.3%
+1,028.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | -0.2% |
| 7D | +0.6% | -1.1% | +1.6% | +0.5% |
| 30D | +12.8% | +11.8% | +0.9% | +13.3% |
| 3M | +11.7% | -4.0% | +15.8% | +11.5% |
| 6M | -3.5% | -16.5% | +13.0% | -4.2% |
| YTD | +13.4% | -19.9% | +33.3% | +12.4% |
| 1Y | +23.6% | -25.6% | +49.2% | +22.2% |
| 3Y | +133.9% | -29.9% | +163.8% | +132.3% |
| 5Y | +170.1% | -88.2% | +258.4% | +143.2% |
| 10Y | +523.5% | -81.7% | +605.2% | +494.0% |
| All | +957.8% | -70.3% | +1,028.1% | +981.2% |
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 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