+8,627.7%
WFC vs TSN
+890.5%
+7,737.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +1.1% |
| 7D | +3.8% | -6.3% | +10.1% | +5.8% |
| 30D | +1.5% | -10.8% | +12.3% | +4.9% |
| 3M | +10.9% | -8.8% | +19.6% | +13.6% |
| 6M | +8.4% | -16.8% | +25.2% | +13.8% |
| YTD | -1.9% | -10.0% | +8.1% | +0.3% |
| 1Y | +12.3% | -5.3% | +17.6% | +12.8% |
| 3Y | +132.3% | +8.5% | +123.8% | +120.9% |
| 5Y | +130.1% | -22.9% | +153.0% | +140.5% |
| 10Y | +134.4% | -12.6% | +147.0% | +129.0% |
| All | +8,627.7% | +890.5% | +7,737.2% | +3,324.8% |
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