-19.5%
TSN vs WING
-35.4%
+15.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.4% | +1.7% |
| 7D | -5.0% | -0.1% | -4.9% | -5.0% |
| 30D | -9.1% | -6.0% | -3.1% | -8.9% |
| 3M | -7.4% | -23.5% | +16.1% | -6.7% |
| 6M | -13.4% | -52.0% | +38.6% | -11.3% |
| YTD | -8.5% | -53.8% | +45.3% | -6.3% |
| 1Y | -3.2% | -63.8% | +60.6% | +0.1% |
| 3Y | +11.5% | -30.8% | +42.3% | +5.6% |
| 5Y | -19.5% | -34.3% | +14.8% | -30.0% |
| All | -19.5% | -35.4% | +15.9% | -30.0% |
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