+523.5%
WMT vs TPR
+386.9%
+136.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +0.6% | +12.1% | -11.5% | -0.5% |
| 30D | +12.8% | +16.7% | -3.9% | +11.1% |
| 3M | +11.7% | -17.4% | +29.1% | +13.4% |
| 6M | -3.5% | +2.3% | -5.8% | -4.1% |
| YTD | +13.4% | +7.1% | +6.3% | +11.9% |
| 1Y | +23.6% | +29.5% | -5.9% | +19.8% |
| 3Y | +133.9% | +415.0% | -281.2% | +98.2% |
| 5Y | +170.1% | +261.5% | -91.4% | +132.6% |
| 10Y | +523.5% | +383.3% | +140.2% | +402.8% |
| All | +523.5% | +386.9% | +136.6% | +402.8% |
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