+874.4%
BAX vs TSN
+1,049.6%
-175.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.7% |
| 7D | +12.1% | +4.6% | +7.5% | +11.3% |
| 30D | +7.6% | +15.4% | -7.8% | +4.9% |
| 3M | -4.5% | +2.9% | -7.4% | -5.1% |
| 6M | +52.0% | -10.8% | +62.8% | +54.8% |
| YTD | +35.1% | +4.5% | +30.7% | +33.6% |
| 1Y | +43.7% | +19.5% | +24.2% | +38.8% |
| 3Y | -20.9% | +42.2% | -63.1% | -26.0% |
| 5Y | -63.5% | -14.2% | -49.4% | -63.2% |
| 10Y | -36.0% | +15.4% | -51.4% | -40.3% |
| All | +874.4% | +1,049.6% | -175.1% | +352.7% |
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