-17.8%
TSN vs WSM
+171.2%
-188.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.6% |
| 7D | +1.4% | +0.4% | +0.9% | +1.3% |
| 30D | -6.2% | -10.7% | +4.5% | -5.1% |
| 3M | -5.7% | +8.5% | -14.1% | -6.5% |
| 6M | -11.4% | +19.6% | -31.0% | -13.3% |
| YTD | -8.2% | +26.6% | -34.8% | -10.8% |
| 1Y | -2.0% | +12.0% | -14.0% | -3.7% |
| 3Y | +11.9% | +226.6% | -214.8% | -9.0% |
| 5Y | -17.8% | +174.1% | -191.9% | -33.7% |
| All | -17.8% | +171.2% | -188.9% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling