+433.7%
WMT vs TPR
+299.5%
+134.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.1% |
| 7D | -0.2% | -7.3% | +7.1% | +0.4% |
| 30D | -5.8% | -30.7% | +24.9% | -2.8% |
| 3M | -10.8% | -21.6% | +10.9% | -9.0% |
| 6M | -14.3% | -21.3% | +7.0% | -12.8% |
| YTD | -4.4% | -10.2% | +5.8% | -4.0% |
| 1Y | +4.3% | +9.5% | -5.2% | +2.6% |
| 3Y | +100.1% | +280.8% | -180.7% | +74.2% |
| 5Y | +130.8% | +218.7% | -87.9% | +101.1% |
| 10Y | +433.7% | +306.7% | +127.0% | +336.0% |
| All | +433.7% | +299.5% | +134.3% | +336.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling