+21.2%
WM vs TSN
+12.4%
+8.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +3.2% | -1.4% | +4.6% | +3.4% |
| 30D | +13.0% | +8.5% | +4.5% | +12.0% |
| 3M | +9.2% | +5.3% | +3.9% | +8.4% |
| 6M | +13.6% | -10.5% | +24.1% | +13.5% |
| YTD | +12.4% | +3.0% | +9.4% | +12.9% |
| 1Y | +21.2% | +12.1% | +9.1% | +23.3% |
| All | +21.2% | +12.4% | +8.8% | +23.3% |
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