-35.6%
BAX vs TSN
+12.5%
-48.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +3.6% | +5.8% | -2.2% | +2.4% |
| 30D | +8.5% | +12.8% | -4.3% | +5.6% |
| 3M | -4.9% | +6.5% | -11.3% | -6.3% |
| 6M | +47.0% | -10.3% | +57.3% | +50.1% |
| YTD | +38.4% | +5.5% | +32.9% | +36.2% |
| 1Y | +49.1% | +15.8% | +33.3% | +43.7% |
| 3Y | -14.9% | +42.5% | -57.4% | -21.4% |
| 5Y | -63.1% | -14.3% | -48.8% | -62.9% |
| 10Y | -35.6% | +18.2% | -53.8% | -37.9% |
| All | -35.6% | +12.5% | -48.1% | -37.9% |
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