+1,376.8%
BAC vs TSN
+890.5%
+486.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | +1.1% | -6.3% | +7.4% | +3.1% |
| 30D | -0.4% | -10.8% | +10.4% | +3.2% |
| 3M | +16.9% | -8.8% | +25.7% | +19.9% |
| 6M | +26.6% | -16.8% | +43.4% | +33.2% |
| YTD | +15.8% | -10.0% | +25.8% | +18.4% |
| 1Y | +27.2% | -5.3% | +32.4% | +27.4% |
| 3Y | +132.4% | +8.5% | +123.9% | +119.5% |
| 5Y | +72.6% | -22.9% | +95.5% | +80.2% |
| 10Y | +389.7% | -12.6% | +402.4% | +369.7% |
| All | +1,376.8% | +890.5% | +486.4% | +392.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling