+135.9%
WMT vs TNA
-23.3%
+159.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.3% | +1.3% |
| 7D | 0.0% | -7.3% | +7.3% | +0.6% |
| 30D | -7.4% | -14.2% | +6.8% | -6.4% |
| 3M | -10.9% | -4.6% | -6.3% | -10.7% |
| 6M | -12.7% | +36.9% | -49.6% | -15.5% |
| YTD | -3.2% | +42.5% | -45.8% | -6.9% |
| 1Y | +5.3% | +45.8% | -40.5% | +0.6% |
| 3Y | +101.9% | +104.7% | -2.8% | +80.0% |
| All | +135.9% | -23.3% | +159.2% | +113.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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