-35.7%
BAX vs TSN
-8.5%
-27.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.7% | -5.4% | -4.1% |
| 7D | -2.4% | -5.0% | +2.6% | -1.4% |
| 30D | -9.7% | -9.1% | -0.6% | -7.9% |
| 3M | +29.3% | -7.4% | +36.7% | +31.4% |
| 6M | +40.7% | -13.4% | +54.0% | +44.6% |
| YTD | +30.3% | -8.5% | +38.8% | +32.3% |
| 1Y | +3.4% | -3.2% | +6.6% | +3.7% |
| 3Y | -32.0% | +11.5% | -43.5% | -33.8% |
| 5Y | -66.9% | -19.5% | -47.4% | -66.1% |
| All | -35.7% | -8.5% | -27.2% | -35.5% |
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 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