+135.7%
WMT vs TSLL
-21.0%
+156.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.6% | -10.4% | -2.0% |
| 7D | +1.6% | -21.2% | +22.8% | +2.2% |
| 30D | +16.1% | -13.3% | +29.4% | +16.3% |
| 3M | +12.3% | +15.4% | -3.1% | +11.4% |
| 6M | -3.1% | -34.2% | +31.1% | -2.8% |
| YTD | +13.4% | -52.9% | +66.3% | +14.8% |
| 1Y | +24.5% | -54.3% | +78.8% | +25.9% |
| 3Y | +135.7% | -18.4% | +154.1% | +119.7% |
| All | +135.7% | -21.0% | +156.7% | +119.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling