-0.9%
BA vs TSN
-22.4%
+21.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | +1.2% | -6.3% | +7.5% | +2.6% |
| 30D | -11.6% | -10.8% | -0.8% | -9.4% |
| 3M | -2.4% | -8.8% | +6.4% | -0.5% |
| 6M | -6.6% | -16.8% | +10.2% | -3.1% |
| YTD | -2.2% | -10.0% | +7.8% | -0.8% |
| 1Y | -8.0% | -5.3% | -2.8% | -8.1% |
| 3Y | -5.0% | +8.5% | -13.5% | -10.9% |
| All | -0.9% | -22.4% | +21.5% | +1.1% |
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 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