+7.0%
WMT vs TRV
+34.7%
-27.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.2% | -0.9% |
| 7D | +3.9% | -0.1% | +4.1% | +4.0% |
| 30D | -4.4% | -3.4% | -1.0% | -3.8% |
| 3M | -8.8% | +26.4% | -35.2% | -13.2% |
| 6M | -15.6% | +19.3% | -34.9% | -18.9% |
| YTD | -3.2% | +28.3% | -31.6% | -7.2% |
| 1Y | +7.0% | +34.3% | -27.2% | +0.7% |
| All | +7.0% | +34.7% | -27.7% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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