-65.6%
BAX vs TSN
-22.1%
-43.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | -1.1% | -6.3% | +5.2% | +0.8% |
| 30D | -5.5% | -10.8% | +5.4% | -2.0% |
| 3M | +33.5% | -8.8% | +42.3% | +37.4% |
| 6M | +35.9% | -16.8% | +52.7% | +43.4% |
| YTD | +35.4% | -10.0% | +45.3% | +39.1% |
| 1Y | +9.8% | -5.3% | +15.0% | +10.8% |
| 3Y | -32.7% | +8.5% | -41.3% | -35.1% |
| All | -65.6% | -22.1% | -43.5% | -65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling