+127.9%
WFC vs TSN
-18.6%
+146.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.6% |
| 7D | +0.3% | +1.4% | -1.1% | -0.1% |
| 30D | +2.3% | -6.2% | +8.5% | +4.0% |
| 3M | +9.8% | -5.7% | +15.4% | +11.2% |
| 6M | +15.6% | -11.4% | +26.9% | +18.6% |
| YTD | -2.4% | -8.2% | +5.7% | -1.3% |
| 1Y | +13.8% | -2.0% | +15.8% | +12.4% |
| 3Y | +134.6% | +11.9% | +122.8% | +115.3% |
| 5Y | +127.9% | -17.8% | +145.7% | +137.0% |
| All | +127.9% | -18.6% | +146.5% | +137.0% |
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