+251.7%
BAC vs TSN
+13.2%
+238.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.2% |
| 7D | +2.0% | +4.9% | -2.9% | +0.3% |
| 30D | -6.9% | +12.1% | -19.0% | -10.6% |
| 3M | -19.6% | +4.1% | -23.7% | -20.9% |
| 6M | -0.5% | -10.9% | +10.4% | +3.0% |
| YTD | -6.6% | +4.8% | -11.4% | -9.6% |
| 1Y | -3.0% | +17.6% | -20.6% | -10.2% |
| 3Y | +97.3% | +43.2% | +54.1% | +65.5% |
| 5Y | +21.9% | -13.9% | +35.7% | +22.9% |
| 10Y | +251.7% | +11.8% | +239.8% | +208.7% |
| All | +251.7% | +13.2% | +238.5% | +208.7% |
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