+8,900.6%
WMT vs TXN
+21,643.7%
-12,743.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | -0.2% | +2.7% | -2.9% | -0.7% |
| 30D | -5.8% | -6.7% | +0.9% | -4.9% |
| 3M | -10.8% | -8.9% | -1.9% | -10.0% |
| 6M | -14.3% | +34.7% | -49.0% | -19.1% |
| YTD | -4.4% | +53.3% | -57.7% | -11.7% |
| 1Y | +4.3% | +45.0% | -40.7% | -3.0% |
| 3Y | +100.1% | +73.1% | +27.0% | +77.8% |
| 5Y | +130.8% | +59.9% | +70.9% | +105.6% |
| 10Y | +433.7% | +415.7% | +18.0% | +289.6% |
| All | +8,900.6% | +21,643.7% | -12,743.2% | +2,470.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 TXN 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