+130.7%
WFC vs TSN
+13.0%
+117.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.5% |
| 7D | +1.1% | -5.0% | +6.1% | +2.0% |
| 30D | +0.8% | -9.1% | +9.9% | +2.6% |
| 3M | +9.3% | -7.4% | +16.7% | +10.6% |
| 6M | +10.6% | -13.4% | +24.0% | +13.0% |
| YTD | -4.1% | -8.5% | +4.4% | -3.4% |
| 1Y | +13.6% | -3.2% | +16.8% | +12.5% |
| 3Y | +130.7% | +11.5% | +119.3% | +111.6% |
| All | +130.7% | +13.0% | +117.8% | +111.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling