-19.7%
TSN vs WU
-51.4%
+31.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.9% |
| 7D | -7.3% | -4.9% | -2.4% | -6.3% |
| 30D | -8.6% | -1.3% | -7.4% | -8.5% |
| 3M | -7.5% | -3.6% | -4.0% | -7.4% |
| 6M | -14.1% | -24.3% | +10.2% | -9.5% |
| YTD | -9.4% | -21.1% | +11.7% | -5.7% |
| 1Y | -4.1% | -10.3% | +6.2% | -3.7% |
| 3Y | +10.3% | -28.4% | +38.7% | +15.4% |
| 5Y | -19.7% | -51.2% | +31.5% | -8.7% |
| All | -19.7% | -51.4% | +31.7% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling