+749.0%
WMT vs TRI
+507.2%
+241.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.6% | +0.2% |
| 7D | -0.2% | -8.4% | +8.2% | +1.6% |
| 30D | -5.8% | -6.5% | +0.6% | -4.7% |
| 3M | -10.8% | +18.6% | -29.3% | -14.7% |
| 6M | -14.3% | -10.4% | -3.9% | -13.6% |
| YTD | -4.4% | -23.7% | +19.3% | -0.7% |
| 1Y | +4.3% | -42.5% | +46.8% | +16.1% |
| 3Y | +100.1% | -19.3% | +119.3% | +101.9% |
| 5Y | +130.8% | -9.7% | +140.5% | +124.6% |
| 10Y | +433.7% | +194.4% | +239.3% | +280.7% |
| All | +749.0% | +507.2% | +241.8% | +317.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling