+139.4%
BAC vs TSN
+10.8%
+128.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +1.1% | -6.3% | +7.4% | +2.1% |
| 30D | -0.4% | -10.8% | +10.4% | +1.4% |
| 3M | +16.9% | -8.8% | +25.7% | +18.4% |
| 6M | +26.6% | -16.8% | +43.4% | +30.0% |
| YTD | +15.8% | -10.0% | +25.8% | +16.5% |
| 1Y | +27.2% | -5.3% | +32.4% | +26.1% |
| All | +139.4% | +10.8% | +128.6% | +107.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling