+10,577.7%
WMT vs TT
+15,156.8%
-4,579.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | +0.6% | +0.8% | -0.3% | +0.3% |
| 30D | +12.8% | -11.8% | +24.5% | +15.7% |
| 3M | +11.7% | -11.6% | +23.3% | +14.5% |
| 6M | -3.5% | -9.3% | +5.8% | -2.2% |
| YTD | +13.4% | +8.9% | +4.5% | +9.8% |
| 1Y | +23.6% | -2.2% | +25.9% | +22.6% |
| 3Y | +133.9% | +91.9% | +42.0% | +95.5% |
| 5Y | +170.1% | +136.0% | +34.1% | +111.6% |
| 10Y | +523.5% | +734.7% | -211.2% | +249.2% |
| All | +10,577.7% | +15,156.8% | -4,579.2% | +2,018.0% |
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