-14.3%
WMT vs TNA
+48.8%
-63.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | -0.2% |
| 7D | -0.2% | -3.6% | +3.4% | -0.3% |
| 30D | -5.8% | -10.1% | +4.2% | -5.8% |
| 3M | -10.8% | +2.7% | -13.5% | -10.7% |
| 6M | -14.3% | +38.4% | -52.8% | -18.1% |
| All | -14.3% | +48.8% | -63.1% | -18.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling