-22.1%
BA vs TSN
-14.6%
-7.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +1.1% | +4.6% | -3.5% | 0.0% |
| 30D | -7.9% | +15.4% | -23.4% | -10.8% |
| 3M | -25.3% | +2.9% | -28.2% | -25.9% |
| 6M | -24.6% | -10.8% | -13.8% | -22.8% |
| YTD | -20.1% | +4.5% | -24.6% | -21.6% |
| 1Y | -11.8% | +19.5% | -31.3% | -16.6% |
| 3Y | -10.1% | +42.2% | -52.3% | -21.9% |
| All | -22.1% | -14.6% | -7.6% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling