-11.8%
BA vs TSN
+43.3%
-55.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | 0.0% | +5.8% | -5.8% | -0.5% |
| 30D | -8.9% | +12.8% | -21.8% | -9.8% |
| 3M | -25.5% | +6.5% | -32.0% | -26.0% |
| 6M | -27.0% | -10.3% | -16.7% | -26.7% |
| YTD | -20.1% | +5.5% | -25.7% | -20.7% |
| 1Y | -11.0% | +15.8% | -26.8% | -12.5% |
| 3Y | -11.8% | +42.5% | -54.4% | -8.0% |
| All | -11.8% | +43.3% | -55.1% | -8.0% |
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