+534.7%
WMT vs TT
+737.0%
-202.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -1.2% | +8.1% | -9.3% | -2.7% |
| 30D | +12.4% | -11.3% | +23.7% | +14.7% |
| 3M | +9.0% | -11.2% | +20.2% | +11.2% |
| 6M | -3.0% | -8.9% | +5.9% | -1.9% |
| YTD | +14.0% | +9.7% | +4.3% | +10.5% |
| 1Y | +23.0% | +1.3% | +21.8% | +21.1% |
| 3Y | +135.1% | +93.4% | +41.7% | +99.0% |
| 5Y | +172.7% | +133.5% | +39.2% | +117.3% |
| All | +534.7% | +737.0% | -202.4% | +277.6% |
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