+5.3%
WMT vs TRV
+39.8%
-34.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.7% | +1.0% |
| 7D | 0.0% | +1.9% | -1.9% | -0.3% |
| 30D | -7.4% | +1.7% | -9.1% | -7.7% |
| 3M | -10.9% | +23.9% | -34.7% | -14.5% |
| 6M | -12.7% | +26.3% | -39.0% | -16.5% |
| YTD | -3.2% | +30.8% | -34.0% | -7.1% |
| 1Y | +5.3% | +36.3% | -31.1% | -0.8% |
| All | +5.3% | +39.8% | -34.5% | -0.8% |
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