+88.4%
WAT vs TSN
+42.6%
+45.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | +6.0% | +4.9% | +1.2% | +5.2% |
| 30D | +9.9% | +12.1% | -2.2% | +7.7% |
| 3M | +17.2% | +4.1% | +13.0% | +16.3% |
| 6M | +34.2% | -10.9% | +45.1% | +38.1% |
| YTD | +25.5% | +4.8% | +20.7% | +21.9% |
| 1Y | +28.3% | +17.6% | +10.6% | +18.9% |
| 3Y | +88.4% | +43.2% | +45.1% | +60.4% |
| All | +88.4% | +42.6% | +45.8% | +60.4% |
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