+29,154.7%
WM vs TSN
+1,057.8%
+28,096.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.0% | +1.1% |
| 7D | +4.5% | +6.9% | -2.4% | +3.5% |
| 30D | +16.1% | +15.7% | +0.4% | +13.8% |
| 3M | +8.0% | +4.3% | +3.8% | +7.3% |
| 6M | +8.4% | -10.6% | +19.0% | +9.9% |
| YTD | +11.2% | +5.2% | +6.0% | +10.1% |
| 1Y | +22.3% | +18.7% | +3.6% | +18.9% |
| 3Y | +50.2% | +41.8% | +8.5% | +41.8% |
| 5Y | +63.3% | -13.6% | +76.9% | +63.6% |
| 10Y | +355.0% | +16.2% | +338.8% | +328.3% |
| All | +29,154.7% | +1,057.8% | +28,096.9% | +19,501.5% |
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