+875.9%
BAX vs TSN
+890.5%
-14.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | -1.1% | -6.3% | +5.2% | -0.1% |
| 30D | -5.5% | -10.8% | +5.4% | -3.6% |
| 3M | +33.5% | -8.8% | +42.3% | +35.7% |
| 6M | +35.9% | -16.8% | +52.7% | +40.0% |
| YTD | +35.4% | -10.0% | +45.3% | +37.5% |
| 1Y | +9.8% | -5.3% | +15.0% | +10.4% |
| 3Y | -32.7% | +8.5% | -41.3% | -34.0% |
| 5Y | -65.6% | -22.9% | -42.6% | -64.5% |
| 10Y | -34.9% | -12.6% | -22.3% | -36.3% |
| All | +875.9% | +890.5% | -14.5% | +365.8% |
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