+10,793.7%
WMT vs TXT
+2,196.3%
+8,597.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | +2.0% | +0.1% | +1.9% | +2.0% |
| 30D | +10.3% | +13.3% | -3.1% | +7.8% |
| 3M | +11.0% | -5.0% | +15.9% | +11.7% |
| 6M | -2.3% | -8.4% | +6.1% | -1.3% |
| YTD | +15.7% | -4.0% | +19.7% | +15.8% |
| 1Y | +26.0% | +2.8% | +23.2% | +24.5% |
| 3Y | +136.5% | +10.3% | +126.2% | +128.6% |
| 5Y | +176.8% | +9.2% | +167.7% | +164.7% |
| 10Y | +537.5% | +89.6% | +448.0% | +425.3% |
| All | +10,793.7% | +2,196.3% | +8,597.4% | +3,433.9% |
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