+428.1%
WMT vs TMO
+338.2%
+89.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.1% |
| 7D | 0.0% | -0.6% | +0.7% | +0.1% |
| 30D | -7.4% | +1.1% | -8.5% | -7.7% |
| 3M | -10.9% | +28.3% | -39.2% | -15.5% |
| 6M | -12.7% | +23.3% | -35.9% | -16.9% |
| YTD | -3.2% | +5.5% | -8.7% | -4.9% |
| 1Y | +5.3% | +24.5% | -19.3% | -0.8% |
| 3Y | +101.9% | +19.6% | +82.3% | +88.9% |
| 5Y | +134.6% | +8.1% | +126.4% | +121.3% |
| All | +428.1% | +338.2% | +89.8% | +235.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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