+45.8%
TNA vs WSM
+12.7%
+33.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | 0.0% |
| 7D | -7.3% | -0.5% | -6.7% | -6.8% |
| 30D | -14.2% | -7.7% | -6.5% | -7.1% |
| 3M | -4.6% | +3.8% | -8.3% | -8.8% |
| 6M | +36.9% | +22.7% | +14.3% | +9.7% |
| YTD | +42.5% | +28.0% | +14.5% | +10.3% |
| 1Y | +45.8% | +12.7% | +33.0% | +22.9% |
| All | +45.8% | +12.7% | +33.1% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling