+129.7%
WMT vs TPR
+230.0%
-100.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.1% |
| 3M | -11.3% | -16.2% | +4.9% | -10.0% |
| 6M | -13.8% | -17.9% | +4.1% | -12.5% |
| YTD | -4.2% | -7.1% | +2.9% | -4.2% |
| 1Y | +4.6% | +13.6% | -9.1% | +2.2% |
| 3Y | +100.5% | +293.7% | -193.3% | +72.0% |
| 5Y | +129.7% | +239.1% | -109.4% | +93.8% |
| All | +129.7% | +230.0% | -100.3% | +93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling