+99.2%
WMT vs TRV
+141.6%
-42.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -2.5% | -1.5% | -1.0% | -2.2% |
| 30D | -6.4% | -1.8% | -4.6% | -6.1% |
| 3M | -12.1% | +21.6% | -33.7% | -16.1% |
| 6M | -15.0% | +22.5% | -37.4% | -19.0% |
| YTD | -4.5% | +28.1% | -32.6% | -9.9% |
| 1Y | +6.2% | +37.0% | -30.8% | -1.6% |
| All | +99.2% | +141.6% | -42.4% | +71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling