+145.0%
WFC vs TSN
-4.9%
+149.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.6% |
| 7D | +0.4% | +3.0% | -2.7% | -0.8% |
| 30D | +1.5% | -4.2% | +5.7% | +3.0% |
| 3M | +10.2% | -3.9% | +14.1% | +11.3% |
| 6M | +18.8% | -9.8% | +28.6% | +22.1% |
| YTD | -1.5% | -7.3% | +5.7% | -0.2% |
| 1Y | +13.5% | -2.2% | +15.8% | +12.3% |
| 3Y | +135.0% | +11.9% | +123.1% | +114.8% |
| 5Y | +130.1% | -16.9% | +147.0% | +135.6% |
| All | +145.0% | -4.9% | +149.9% | +124.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling