+52.9%
WAT vs TSN
+13.0%
+39.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.9% |
| 7D | -0.7% | -5.0% | +4.3% | +0.2% |
| 30D | -1.0% | -9.1% | +8.1% | +0.7% |
| 3M | +10.9% | -7.4% | +18.3% | +12.1% |
| 6M | +33.2% | -13.4% | +46.6% | +35.5% |
| YTD | +6.1% | -8.5% | +14.6% | +5.7% |
| 1Y | +30.2% | -3.2% | +33.4% | +26.8% |
| 3Y | +52.9% | +11.5% | +41.4% | +37.5% |
| All | +52.9% | +13.0% | +39.9% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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