+159.8%
WMT vs TSLL
-54.0%
+213.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.9% | -8.9% | -1.3% |
| 7D | +0.1% | +5.8% | -5.7% | -0.1% |
| 30D | -5.0% | +21.7% | -26.7% | -5.6% |
| 3M | -11.3% | -28.2% | +16.9% | -10.8% |
| 6M | -13.8% | -29.5% | +15.7% | -13.6% |
| YTD | -4.2% | -47.5% | +43.3% | -3.1% |
| 1Y | +4.6% | -20.8% | +25.3% | +3.2% |
| 3Y | +100.5% | -26.7% | +127.2% | +89.4% |
| All | +159.8% | -54.0% | +213.8% | +162.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling