+8,268.6%
WFC vs TSN
+1,061.3%
+7,207.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | +0.9% | +5.8% | -5.0% | -0.9% |
| 30D | +3.3% | +12.8% | -9.6% | -0.5% |
| 3M | -1.4% | +6.5% | -7.9% | -3.5% |
| 6M | +14.7% | -10.3% | +25.0% | +17.9% |
| YTD | -5.9% | +5.5% | -11.4% | -8.5% |
| 1Y | +1.8% | +15.8% | -13.9% | -3.8% |
| 3Y | +124.9% | +42.5% | +82.4% | +96.7% |
| 5Y | +92.7% | -14.3% | +107.1% | +95.1% |
| 10Y | +118.2% | +18.2% | +100.0% | +95.7% |
| All | +8,268.6% | +1,061.3% | +7,207.3% | +3,026.1% |
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 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