-19.7%
TSN vs WPM
+261.4%
-281.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.1% |
| 7D | -7.3% | +3.9% | -11.2% | -7.6% |
| 30D | -8.6% | +17.7% | -26.3% | -10.1% |
| 3M | -7.5% | +39.4% | -46.9% | -10.6% |
| 6M | -14.1% | +6.4% | -20.6% | -15.0% |
| YTD | -9.4% | +34.0% | -43.4% | -12.8% |
| 1Y | -4.1% | +50.5% | -54.6% | -9.0% |
| 3Y | +10.3% | +280.3% | -270.0% | -7.1% |
| 5Y | -19.7% | +266.3% | -286.1% | -34.4% |
| All | -19.7% | +261.4% | -281.1% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling