+421.1%
WMT vs TT
+954.8%
-533.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | -2.5% | -1.0% | -1.5% | -2.3% |
| 30D | -6.4% | -8.9% | +2.5% | -4.7% |
| 3M | -12.1% | -1.8% | -10.3% | -12.1% |
| 6M | -15.0% | +1.9% | -16.8% | -15.8% |
| YTD | -4.5% | +13.8% | -18.3% | -7.8% |
| 1Y | +6.2% | +6.1% | 0.0% | +3.8% |
| 3Y | +99.9% | +119.6% | -19.7% | +65.1% |
| 5Y | +131.4% | +145.9% | -14.4% | +83.3% |
| All | +421.1% | +954.8% | -533.7% | +210.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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