-4.7%
BAC vs TSN
+10.6%
-15.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.3% |
| 7D | +1.5% | -1.4% | +2.9% | +1.5% |
| 30D | -6.4% | +10.2% | -16.6% | -6.5% |
| 3M | -21.7% | +7.2% | -28.8% | -21.8% |
| 6M | +0.5% | -10.6% | +11.1% | -0.1% |
| YTD | -6.7% | +3.7% | -10.4% | -7.4% |
| 1Y | -4.7% | +13.5% | -18.1% | -7.1% |
| All | -4.7% | +10.6% | -15.3% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling