+10,632.1%
WMT vs TT
+15,274.0%
-4,641.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -1.2% | +8.1% | -9.3% | -3.0% |
| 30D | +12.4% | -11.3% | +23.7% | +15.2% |
| 3M | +9.0% | -11.2% | +20.2% | +11.6% |
| 6M | -3.0% | -8.9% | +5.9% | -1.7% |
| YTD | +14.0% | +9.7% | +4.3% | +10.2% |
| 1Y | +23.0% | +1.3% | +21.8% | +21.1% |
| 3Y | +135.1% | +93.4% | +41.7% | +96.1% |
| 5Y | +172.7% | +133.5% | +39.2% | +114.2% |
| 10Y | +528.1% | +739.9% | -211.8% | +251.3% |
| All | +10,632.1% | +15,274.0% | -4,641.8% | +2,025.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling