+11.5%
TSN vs WPM
+279.1%
-267.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -5.0% | +7.0% | -12.1% | -5.5% |
| 30D | -9.1% | +15.7% | -24.8% | -10.1% |
| 3M | -7.4% | +35.2% | -42.6% | -9.5% |
| 6M | -13.4% | +6.1% | -19.5% | -14.0% |
| YTD | -8.5% | +32.6% | -41.1% | -11.0% |
| 1Y | -3.2% | +46.9% | -50.1% | -6.9% |
| 3Y | +11.5% | +276.3% | -264.8% | -3.1% |
| All | +11.5% | +279.1% | -267.6% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling