+99.2%
WMT vs TTMI
+844.7%
-745.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.1% |
| 7D | -2.5% | +6.0% | -8.5% | -2.6% |
| 30D | -6.4% | -6.4% | 0.0% | -6.3% |
| 3M | -12.1% | -28.9% | +16.8% | -11.3% |
| 6M | -15.0% | +26.9% | -41.8% | -17.0% |
| YTD | -4.5% | +77.3% | -81.8% | -8.6% |
| 1Y | +6.2% | +147.5% | -141.3% | -1.3% |
| All | +99.2% | +844.7% | -745.5% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 3y: compounded portfolio wealth divided by compounded TTMI 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…
3y analysis · Full analysis span regression · 6 months rolling