+100.5%
WMT vs TPR
+292.6%
-192.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | -0.6% |
| 7D | +0.1% | -3.4% | +3.5% | +0.5% |
| 30D | -5.0% | -27.3% | +22.3% | -1.9% |
| 3M | -11.3% | -16.2% | +4.9% | -9.9% |
| 6M | -13.8% | -17.9% | +4.1% | -12.5% |
| YTD | -4.2% | -7.1% | +2.9% | -4.3% |
| 1Y | +4.6% | +13.6% | -9.1% | +1.8% |
| 3Y | +100.5% | +293.7% | -193.3% | +71.0% |
| All | +100.5% | +292.6% | -192.2% | +71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling