-6.8%
TSN vs WY
+7.6%
-14.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +3.0% | -4.2% | +7.2% | +4.4% |
| 30D | -4.2% | -10.1% | +5.9% | -0.9% |
| 3M | -3.9% | -8.5% | +4.6% | -1.5% |
| 6M | -9.8% | -3.3% | -6.5% | -9.5% |
| YTD | -7.3% | -4.4% | -2.9% | -7.0% |
| 1Y | -2.2% | -11.5% | +9.3% | +0.6% |
| 3Y | +11.9% | -24.3% | +36.2% | +19.5% |
| 5Y | -16.9% | -21.3% | +4.4% | -14.0% |
| All | -6.8% | +7.6% | -14.4% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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