+99.2%
WMT vs TSN
+11.8%
+87.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.2% |
| 7D | -2.5% | +1.4% | -3.8% | -2.6% |
| 30D | -6.4% | -6.2% | -0.3% | -5.9% |
| 3M | -12.1% | -5.7% | -6.4% | -11.7% |
| 6M | -15.0% | -11.4% | -3.6% | -14.0% |
| YTD | -4.5% | -8.2% | +3.7% | -3.9% |
| 1Y | +6.2% | -2.0% | +8.2% | +6.1% |
| All | +99.2% | +11.8% | +87.3% | +93.1% |
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 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