+13.8%
WFC vs TSN
-2.3%
+16.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | +0.3% | +1.4% | -1.1% | +0.2% |
| 30D | +2.3% | -6.2% | +8.5% | +2.9% |
| 3M | +9.8% | -5.7% | +15.4% | +10.2% |
| 6M | +15.6% | -11.4% | +26.9% | +15.9% |
| YTD | -2.4% | -8.2% | +5.7% | -2.8% |
| 1Y | +13.8% | -2.0% | +15.8% | +10.6% |
| All | +13.8% | -2.3% | +16.2% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling