+9.3%
TSN vs WY
-23.0%
+32.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -7.3% | -1.7% | -5.6% | -6.9% |
| 30D | -8.6% | -9.9% | +1.2% | -6.2% |
| 3M | -7.5% | -7.5% | 0.0% | -5.9% |
| 6M | -14.1% | -5.1% | -9.0% | -13.4% |
| YTD | -9.4% | -2.1% | -7.3% | -10.0% |
| 1Y | -4.1% | -7.3% | +3.3% | -3.1% |
| All | +9.3% | -23.0% | +32.2% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling