+23.0%
WMT vs TT
+0.9%
+22.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -1.2% | +8.1% | -9.3% | -1.2% |
| 30D | +12.4% | -11.3% | +23.7% | +12.7% |
| 3M | +9.0% | -11.2% | +20.2% | +9.2% |
| 6M | -3.0% | -8.9% | +5.9% | -3.2% |
| YTD | +14.0% | +9.7% | +4.3% | +10.7% |
| 1Y | +23.0% | +1.3% | +21.8% | +19.0% |
| All | +23.0% | +0.9% | +22.1% | +19.0% |
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