+8,919.3%
WMT vs TSN
+907.0%
+8,012.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.3% |
| 7D | +0.1% | -5.0% | +5.2% | +0.8% |
| 30D | -5.0% | -9.1% | +4.1% | -3.8% |
| 3M | -11.3% | -7.4% | -3.9% | -10.5% |
| 6M | -13.8% | -13.4% | -0.4% | -12.3% |
| YTD | -4.2% | -8.5% | +4.3% | -3.4% |
| 1Y | +4.6% | -3.2% | +7.7% | +4.5% |
| 3Y | +100.5% | +11.5% | +89.0% | +95.2% |
| 5Y | +129.7% | -19.5% | +149.2% | +132.4% |
| 10Y | +423.4% | -9.1% | +432.5% | +405.6% |
| All | +8,919.3% | +907.0% | +8,012.2% | +4,193.7% |
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