+428.1%
WMT vs TSEM
+1,313.0%
-884.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.3% | +1.2% |
| 7D | 0.0% | -4.9% | +4.9% | +0.3% |
| 30D | -7.4% | -18.7% | +11.3% | -6.3% |
| 3M | -10.9% | -18.1% | +7.3% | -10.4% |
| 6M | -12.7% | +77.1% | -89.8% | -18.8% |
| YTD | -3.2% | +80.1% | -83.4% | -10.5% |
| 1Y | +5.3% | +220.4% | -215.1% | -8.5% |
| 3Y | +101.9% | +650.1% | -548.2% | +57.3% |
| 5Y | +134.6% | +628.9% | -494.3% | +80.1% |
| All | +428.1% | +1,313.0% | -884.9% | +276.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 10y: compounded portfolio wealth divided by compounded TSEM 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…
10y analysis · Full analysis span regression · 6 months rolling