+100.5%
WMB vs TSN
+42.3%
+58.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | -0.3% |
| 7D | -13.8% | +4.6% | -18.4% | -13.9% |
| 30D | -10.3% | +15.4% | -25.8% | -10.8% |
| 3M | -10.1% | +2.9% | -13.0% | -10.2% |
| 6M | -11.8% | -10.8% | -1.1% | -11.3% |
| YTD | +8.9% | +4.5% | +4.5% | +8.3% |
| 1Y | +14.0% | +19.5% | -5.6% | +12.0% |
| 3Y | +100.5% | +42.2% | +58.3% | +91.0% |
| All | +100.5% | +42.3% | +58.2% | +91.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling