+27.4%
WMT vs TRI
-22.4%
+49.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.4% | -2.9% | +3.2% |
| 7D | +8.8% | +1.0% | +7.8% | +8.7% |
| 30D | +22.9% | +20.8% | +2.2% | +22.7% |
| 3M | +16.1% | +8.1% | +8.0% | +15.8% |
| 6M | -0.5% | +24.2% | -24.6% | -0.6% |
| YTD | +16.7% | -7.8% | +24.5% | +13.2% |
| 1Y | +27.4% | -16.7% | +44.0% | +22.4% |
| All | +27.4% | -22.4% | +49.8% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling