+895.4%
TSN vs WY
+688.1%
+207.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -6.3% | -1.7% | -4.6% | -5.9% |
| 30D | -10.8% | -10.1% | -0.7% | -8.2% |
| 3M | -8.8% | -5.1% | -3.6% | -7.7% |
| 6M | -16.8% | -4.8% | -12.0% | -16.2% |
| YTD | -10.0% | -0.2% | -9.8% | -10.7% |
| 1Y | -5.3% | -6.6% | +1.4% | -4.4% |
| 3Y | +8.5% | -22.7% | +31.3% | +14.1% |
| 5Y | -22.9% | -22.2% | -0.7% | -20.1% |
| 10Y | -12.6% | +7.3% | -19.9% | -21.2% |
| All | +895.4% | +688.1% | +207.3% | +413.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling