+12,506.9%
WAT vs TSN
+516.3%
+11,990.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | +6.0% | +4.9% | +1.2% | +5.1% |
| 30D | +9.9% | +12.1% | -2.2% | +7.6% |
| 3M | +17.2% | +4.1% | +13.0% | +16.1% |
| 6M | +34.2% | -10.9% | +45.1% | +36.4% |
| YTD | +25.5% | +4.8% | +20.7% | +23.3% |
| 1Y | +28.3% | +17.6% | +10.6% | +23.2% |
| 3Y | +88.4% | +43.2% | +45.1% | +73.9% |
| 5Y | +36.1% | -13.9% | +50.0% | +36.7% |
| 10Y | +234.8% | +11.8% | +223.0% | +210.9% |
| All | +12,506.9% | +516.3% | +11,990.6% | +7,507.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling