+198.7%
WMT vs TXG
+24.6%
+174.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.3% |
| 7D | -0.2% | +9.1% | -9.4% | -0.4% |
| 30D | -5.8% | +14.9% | -20.7% | -6.2% |
| 3M | -10.8% | +120.0% | -130.7% | -12.8% |
| 6M | -14.3% | +221.8% | -236.2% | -17.4% |
| YTD | -4.4% | +312.6% | -317.0% | -8.6% |
| 1Y | +4.3% | +398.4% | -394.1% | -1.3% |
| 3Y | +100.1% | +42.1% | +58.0% | +92.7% |
| 5Y | +130.8% | -63.5% | +194.3% | +124.3% |
| All | +198.7% | +24.6% | +174.1% | +176.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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