+135.9%
WMT vs TTMI
+830.4%
-694.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.0% | +1.2% |
| 7D | 0.0% | +0.7% | -0.7% | 0.0% |
| 30D | -7.4% | -8.4% | +1.0% | -7.2% |
| 3M | -10.9% | -32.5% | +21.6% | -9.7% |
| 6M | -12.7% | +32.5% | -45.2% | -14.9% |
| YTD | -3.2% | +83.2% | -86.5% | -7.5% |
| 1Y | +5.3% | +161.7% | -156.4% | -2.0% |
| 3Y | +101.9% | +890.1% | -788.3% | +69.1% |
| All | +135.9% | +830.4% | -694.5% | +97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling