+27.4%
WMT vs TRV
+54.4%
-27.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | 0.0% | +2.7% |
| 7D | +8.8% | +3.9% | +4.9% | +7.9% |
| 30D | +22.9% | +13.5% | +9.5% | +20.2% |
| 3M | +16.1% | +8.9% | +7.2% | +14.1% |
| 6M | -0.5% | +36.8% | -37.2% | -5.6% |
| YTD | +16.7% | +42.7% | -26.0% | +12.9% |
| 1Y | +27.4% | +49.9% | -22.5% | +21.7% |
| All | +27.4% | +54.4% | -27.1% | +21.7% |
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