+26.0%
WMT vs TT
-2.3%
+28.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.5% |
| 7D | +2.0% | +4.0% | -2.0% | +2.1% |
| 30D | +10.3% | -11.3% | +21.6% | +10.5% |
| 3M | +11.0% | -12.3% | +23.2% | +11.1% |
| 6M | -2.3% | -10.8% | +8.5% | -2.5% |
| YTD | +15.7% | +8.2% | +7.5% | +12.6% |
| 1Y | +26.0% | +1.5% | +24.5% | +21.7% |
| All | +26.0% | -2.3% | +28.2% | +21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling