-33.1%
BAX vs TSN
+14.5%
-47.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +0.1% | -1.4% | +1.5% | +0.4% |
| 30D | +4.1% | +8.5% | -4.4% | +2.1% |
| 3M | -4.5% | +5.3% | -9.8% | -5.8% |
| 6M | +49.2% | -10.5% | +59.7% | +52.6% |
| YTD | +35.2% | +3.0% | +32.3% | +33.7% |
| 1Y | +38.3% | +12.1% | +26.2% | +34.2% |
| 3Y | -19.0% | +43.1% | -62.2% | -25.2% |
| 5Y | -64.2% | -15.1% | -49.1% | -63.9% |
| All | -33.1% | +14.5% | -47.6% | -35.4% |
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