+22.5%
WMT vs TSLL
-44.0%
+66.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.8% | -5.7% | +0.2% |
| 7D | -2.7% | +0.5% | -3.2% | -2.6% |
| 30D | +11.1% | +2.7% | +8.5% | +11.4% |
| 3M | +11.2% | +26.3% | -15.0% | +12.4% |
| 6M | -1.3% | -37.2% | +35.9% | -1.5% |
| YTD | +13.5% | -44.2% | +57.8% | +12.6% |
| 1Y | +22.5% | -44.0% | +66.5% | +21.3% |
| All | +22.5% | -44.0% | +66.5% | +21.3% |
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