+3.6%
WBD vs TSN
-17.2%
+20.8%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.0% |
| 7D | -0.7% | +3.0% | -3.8% | -2.0% |
| 30D | +1.4% | -4.2% | +5.6% | +3.0% |
| 3M | +4.4% | -3.9% | +8.3% | +5.2% |
| 6M | +0.8% | -9.8% | +10.7% | +3.6% |
| YTD | -2.7% | -7.3% | +4.6% | -2.1% |
| 1Y | +73.4% | -2.2% | +75.6% | +68.8% |
| 3Y | +142.1% | +11.9% | +130.3% | +114.1% |
| All | +3.6% | -17.2% | +20.8% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling