+213.8%
WMT vs TSLL
-51.4%
+265.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.7% | +5.2% | +1.6% |
| 7D | +2.0% | +17.8% | -15.8% | +1.5% |
| 30D | +10.3% | +8.2% | +2.0% | +9.8% |
| 3M | +11.0% | +20.9% | -9.9% | +9.9% |
| 6M | -2.3% | -37.5% | +35.2% | -1.7% |
| YTD | +15.7% | -44.5% | +60.2% | +16.5% |
| 1Y | +26.0% | -33.0% | +58.9% | +25.8% |
| 3Y | +136.5% | -6.4% | +142.9% | +121.6% |
| All | +213.8% | -51.4% | +265.2% | +215.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling