+321.2%
TSN vs WPM
+5,967.5%
-5,646.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | -6.3% | +1.1% | -7.4% | -6.5% |
| 30D | -10.8% | +26.4% | -37.2% | -13.4% |
| 3M | -8.8% | +20.8% | -29.6% | -11.2% |
| 6M | -16.8% | +1.1% | -17.9% | -17.6% |
| YTD | -10.0% | +32.5% | -42.5% | -13.9% |
| 1Y | -5.3% | +51.5% | -56.8% | -11.1% |
| 3Y | +8.5% | +267.0% | -258.5% | -9.3% |
| 5Y | -22.9% | +250.1% | -273.0% | -35.9% |
| 10Y | -12.6% | +540.4% | -553.0% | -35.4% |
| All | +321.2% | +5,967.5% | -5,646.3% | +119.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling