+135.9%
WMT vs TMO
+7.9%
+128.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.2% |
| 7D | 0.0% | -0.6% | +0.7% | +0.1% |
| 30D | -7.4% | +1.1% | -8.5% | -7.6% |
| 3M | -10.9% | +28.3% | -39.2% | -13.7% |
| 6M | -12.7% | +23.3% | -35.9% | -15.3% |
| YTD | -3.2% | +5.5% | -8.7% | -4.1% |
| 1Y | +5.3% | +24.5% | -19.3% | +1.4% |
| 3Y | +101.9% | +19.6% | +82.3% | +93.0% |
| All | +135.9% | +7.9% | +128.0% | +126.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling