+62.5%
TSN vs WING
+405.9%
-343.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -6.3% | -3.9% | -2.5% | -6.0% |
| 30D | -10.8% | -11.6% | +0.8% | -9.9% |
| 3M | -8.8% | -24.2% | +15.4% | -6.7% |
| 6M | -16.8% | -54.1% | +37.2% | -11.1% |
| YTD | -10.0% | -53.9% | +43.9% | -4.3% |
| 1Y | -5.3% | -64.4% | +59.1% | +3.1% |
| 3Y | +8.5% | -30.2% | +38.7% | +3.2% |
| 5Y | -22.9% | -34.1% | +11.2% | -28.6% |
| 10Y | -12.6% | +342.1% | -354.8% | -43.4% |
| All | +62.5% | +405.9% | -343.4% | +1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling