+795.8%
WMT vs TNA
+913.2%
-117.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.2% |
| 7D | -2.5% | -7.6% | +5.1% | -1.8% |
| 30D | -6.4% | -13.6% | +7.2% | -5.2% |
| 3M | -12.1% | +2.8% | -14.9% | -12.6% |
| 6M | -15.0% | +34.5% | -49.5% | -18.0% |
| YTD | -4.5% | +41.0% | -45.5% | -8.5% |
| 1Y | +6.2% | +52.0% | -45.8% | +0.4% |
| 3Y | +99.9% | +103.5% | -3.6% | +76.7% |
| 5Y | +131.4% | -22.5% | +154.0% | +114.2% |
| 10Y | +433.2% | +81.9% | +351.3% | +305.7% |
| All | +795.8% | +913.2% | -117.3% | +379.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling