+27.4%
WMT vs TSLL
-48.4%
+75.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.3% | +9.8% | +3.3% |
| 7D | +8.8% | -9.4% | +18.2% | +8.4% |
| 30D | +22.9% | +1.6% | +21.4% | +23.1% |
| 3M | +16.1% | +29.4% | -13.3% | +17.3% |
| 6M | -0.5% | -20.1% | +19.7% | -0.6% |
| YTD | +16.7% | -44.5% | +61.2% | +15.4% |
| 1Y | +27.4% | -46.0% | +73.4% | +26.0% |
| All | +27.4% | -48.4% | +75.8% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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