+9,012.8%
WMT vs TMO
+8,187.2%
+825.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.1% |
| 7D | 0.0% | -0.6% | +0.7% | +0.2% |
| 30D | -7.4% | +1.1% | -8.5% | -7.8% |
| 3M | -10.9% | +28.3% | -39.2% | -16.1% |
| 6M | -12.7% | +23.3% | -35.9% | -17.4% |
| YTD | -3.2% | +5.5% | -8.7% | -5.3% |
| 1Y | +5.3% | +24.5% | -19.3% | -1.3% |
| 3Y | +101.9% | +19.6% | +82.3% | +88.2% |
| 5Y | +134.6% | +8.1% | +126.4% | +120.5% |
| 10Y | +440.4% | +336.7% | +103.6% | +255.8% |
| All | +9,012.8% | +8,187.2% | +825.7% | +2,233.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling