+214.5%
BAC vs TSN
+15.3%
+199.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | +1.5% | -1.4% | +2.9% | +2.0% |
| 30D | -6.4% | +10.2% | -16.6% | -9.5% |
| 3M | -21.7% | +7.2% | -28.8% | -23.8% |
| 6M | +0.5% | -10.6% | +11.1% | +3.8% |
| YTD | -6.7% | +3.7% | -10.4% | -9.3% |
| 1Y | -4.7% | +13.5% | -18.1% | -10.6% |
| 3Y | +96.1% | +40.1% | +56.0% | +65.7% |
| 5Y | +21.7% | -14.5% | +36.1% | +22.9% |
| All | +214.5% | +15.3% | +199.1% | +176.1% |
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 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