+9,012.0%
WMT vs TT
+16,138.6%
-7,126.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | +3.9% | 0.0% | +3.9% | +3.9% |
| 30D | -4.4% | -7.2% | +2.8% | -2.8% |
| 3M | -8.8% | -3.0% | -5.8% | -8.5% |
| 6M | -15.6% | +1.4% | -17.0% | -16.4% |
| YTD | -3.2% | +15.9% | -19.1% | -7.3% |
| 1Y | +7.0% | +9.4% | -2.4% | +3.7% |
| 3Y | +105.3% | +124.4% | -19.1% | +65.5% |
| 5Y | +129.3% | +138.0% | -8.8% | +79.8% |
| 10Y | +423.9% | +886.4% | -462.5% | +182.7% |
| All | +9,012.0% | +16,138.6% | -7,126.7% | +1,688.2% |
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