-13.9%
TSN vs WING
+9.2%
-23.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.4% | -8.1% | 0.0% |
| 7D | +4.9% | +8.6% | -3.7% | +4.5% |
| 30D | +12.1% | +44.8% | -32.7% | +10.3% |
| 3M | +4.1% | +51.9% | -47.8% | +2.1% |
| 6M | -10.9% | +37.2% | -48.1% | -12.4% |
| YTD | +4.8% | -25.3% | +30.1% | +5.2% |
| 1Y | +17.6% | -25.1% | +42.7% | +18.0% |
| 3Y | +43.2% | -12.9% | +56.1% | +35.6% |
| 5Y | -13.9% | +12.0% | -25.9% | -25.9% |
| All | -13.9% | +9.2% | -23.1% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 5y: compounded portfolio wealth divided by compounded WING 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…
5y analysis · Full analysis span regression · 6 months rolling