+170.1%
WMT vs TT
+137.3%
+32.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | +0.6% | +0.8% | -0.3% | +0.4% |
| 30D | +12.8% | -11.8% | +24.5% | +15.1% |
| 3M | +11.7% | -11.6% | +23.3% | +13.9% |
| 6M | -3.5% | -9.3% | +5.8% | -2.5% |
| YTD | +13.4% | +8.9% | +4.5% | +9.8% |
| 1Y | +23.6% | -2.2% | +25.9% | +22.4% |
| 3Y | +133.9% | +91.9% | +42.0% | +95.3% |
| 5Y | +170.1% | +136.0% | +34.1% | +100.0% |
| All | +170.1% | +137.3% | +32.8% | +100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling