+544.2%
WMT vs TT
+725.1%
-180.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.8% |
| 7D | +2.0% | +4.0% | -2.0% | +1.3% |
| 30D | +10.3% | -11.3% | +21.6% | +12.6% |
| 3M | +11.0% | -12.3% | +23.2% | +13.4% |
| 6M | -2.3% | -10.8% | +8.5% | -0.9% |
| YTD | +15.7% | +8.2% | +7.5% | +12.4% |
| 1Y | +26.0% | +1.5% | +24.5% | +23.9% |
| 3Y | +136.5% | +91.5% | +45.0% | +100.5% |
| 5Y | +176.8% | +130.2% | +46.6% | +121.1% |
| All | +544.2% | +725.1% | -180.9% | +284.3% |
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