+397.7%
BAC vs TSN
-9.4%
+407.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.8% |
| 7D | +0.6% | -7.3% | +7.9% | +3.1% |
| 30D | -1.4% | -8.6% | +7.3% | +1.5% |
| 3M | +15.7% | -7.5% | +23.3% | +18.3% |
| 6M | +32.2% | -14.1% | +46.3% | +37.7% |
| YTD | +15.8% | -9.4% | +25.2% | +18.0% |
| 1Y | +27.3% | -4.1% | +31.4% | +26.6% |
| 3Y | +137.5% | +10.3% | +127.1% | +119.8% |
| 5Y | +73.1% | -19.7% | +92.8% | +78.1% |
| 10Y | +397.7% | -7.0% | +404.8% | +360.4% |
| All | +397.7% | -9.4% | +407.2% | +360.4% |
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