+1,239.7%
TNA vs WSM
+11,250.0%
-10,010.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.0% |
| 7D | -3.6% | +2.6% | -6.2% | -5.9% |
| 30D | -10.1% | -9.3% | -0.8% | -1.8% |
| 3M | +2.7% | +7.1% | -4.4% | -3.9% |
| 6M | +38.4% | +21.7% | +16.7% | +15.6% |
| YTD | +45.4% | +28.7% | +16.7% | +15.7% |
| 1Y | +55.9% | +13.9% | +42.1% | +38.8% |
| 3Y | +109.8% | +232.2% | -122.3% | -36.9% |
| 5Y | -22.5% | +176.4% | -198.9% | -71.8% |
| 10Y | +87.5% | +1,072.4% | -984.9% | -84.1% |
| All | +1,239.7% | +11,250.0% | -10,010.3% | -86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling