+9,012.0%
WMT vs TXT
+2,070.1%
+6,941.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +3.9% | -4.8% | +8.7% | +4.8% |
| 30D | -4.4% | -10.6% | +6.2% | -2.6% |
| 3M | -8.8% | -13.2% | +4.4% | -6.8% |
| 6M | -15.6% | -20.3% | +4.7% | -12.6% |
| YTD | -3.2% | -9.3% | +6.0% | -2.1% |
| 1Y | +7.0% | -2.7% | +9.7% | +6.9% |
| 3Y | +105.3% | +1.4% | +103.9% | +101.5% |
| 5Y | +129.3% | +9.6% | +119.7% | +119.2% |
| 10Y | +423.9% | +94.9% | +329.0% | +329.7% |
| All | +9,012.0% | +2,070.1% | +6,941.9% | +2,889.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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