-6.8%
TSN vs WPM
+558.4%
-565.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.8% |
| 7D | +3.0% | -0.6% | +3.6% | +3.1% |
| 30D | -4.2% | +14.4% | -18.6% | -5.2% |
| 3M | -3.9% | +37.0% | -40.9% | -6.4% |
| 6M | -9.8% | +4.1% | -14.0% | -10.5% |
| YTD | -7.3% | +31.7% | -39.0% | -9.9% |
| 1Y | -2.2% | +44.2% | -46.4% | -5.8% |
| 3Y | +11.9% | +265.5% | -253.6% | -0.4% |
| 5Y | -16.9% | +262.5% | -279.4% | -26.7% |
| All | -6.8% | +558.4% | -565.2% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling