+11.6%
TSN vs WU
-38.9%
+50.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.1% |
| 7D | -1.4% | -2.0% | +0.6% | -1.0% |
| 30D | +8.5% | +11.4% | -2.9% | +5.5% |
| 3M | +5.3% | -6.8% | +12.1% | +6.8% |
| 6M | -10.5% | -14.6% | +4.1% | -7.8% |
| YTD | +3.0% | -20.6% | +23.6% | +7.4% |
| 1Y | +12.1% | -15.4% | +27.5% | +14.9% |
| 3Y | +43.1% | -23.6% | +66.7% | +48.3% |
| 5Y | -15.1% | -43.4% | +28.3% | -5.8% |
| All | +11.6% | -38.9% | +50.5% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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