+26.8%
BA vs TSN
+17.5%
+9.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | -1.4% | -0.3% | -1.1% | -1.3% |
| 30D | -7.9% | +11.8% | -19.7% | -12.4% |
| 3M | -25.2% | +7.1% | -32.3% | -27.7% |
| 6M | -26.7% | -9.2% | -17.6% | -24.1% |
| YTD | -19.6% | +4.8% | -24.4% | -22.7% |
| 1Y | -10.6% | +11.6% | -22.2% | -16.9% |
| 3Y | -11.2% | +41.5% | -52.8% | -29.6% |
| 5Y | -20.4% | -15.5% | -4.9% | -18.6% |
| 10Y | +26.8% | +16.9% | +9.9% | +7.6% |
| All | +26.8% | +17.5% | +9.3% | +7.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling