+296.4%
WBD vs TSN
+324.2%
-27.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.1% | -1.0% |
| 7D | -0.7% | -5.0% | +4.3% | +0.9% |
| 30D | +5.0% | -9.1% | +14.1% | +8.2% |
| 3M | +6.2% | -7.4% | +13.6% | +8.4% |
| 6M | +0.6% | -13.4% | +14.0% | +4.4% |
| YTD | -2.4% | -8.5% | +6.1% | -0.9% |
| 1Y | +127.7% | -3.2% | +130.9% | +126.1% |
| 3Y | +148.4% | +11.5% | +136.9% | +134.3% |
| 5Y | +4.2% | -19.5% | +23.7% | +8.9% |
| 10Y | +10.8% | -9.1% | +19.9% | +6.6% |
| All | +296.4% | +324.2% | -27.8% | +95.3% |
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 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