-6.8%
TSN vs WSM
+1,071.8%
-1,078.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.8% |
| 7D | +3.0% | -0.5% | +3.6% | +3.1% |
| 30D | -4.2% | -7.7% | +3.5% | -2.9% |
| 3M | -3.9% | +3.8% | -7.7% | -4.6% |
| 6M | -9.8% | +22.7% | -32.5% | -13.3% |
| YTD | -7.3% | +28.0% | -35.3% | -11.7% |
| 1Y | -2.2% | +12.7% | -14.9% | -5.1% |
| 3Y | +11.9% | +231.3% | -219.4% | -16.3% |
| 5Y | -16.9% | +177.2% | -194.1% | -37.8% |
| All | -6.8% | +1,071.8% | -1,078.6% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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