+544.2%
WMT vs TPR
+364.3%
+180.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +2.0% | -0.3% | +2.3% | +2.1% |
| 30D | +10.3% | +15.1% | -4.8% | +8.8% |
| 3M | +11.0% | +3.5% | +7.4% | +10.5% |
| 6M | -2.3% | +0.4% | -2.8% | -2.8% |
| YTD | +15.7% | +4.6% | +11.1% | +14.4% |
| 1Y | +26.0% | +33.1% | -7.1% | +21.8% |
| 3Y | +136.5% | +396.0% | -259.5% | +101.0% |
| 5Y | +176.8% | +230.3% | -53.4% | +140.2% |
| All | +544.2% | +364.3% | +180.0% | +418.4% |
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