+40.6%
BBY vs TSN
+11.8%
+28.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | +0.7% | +1.4% | -0.7% | +0.5% |
| 30D | +5.8% | -6.2% | +11.9% | +6.8% |
| 3M | +18.0% | -5.7% | +23.7% | +19.1% |
| 6M | +39.8% | -11.4% | +51.2% | +40.6% |
| YTD | +35.4% | -8.2% | +43.6% | +34.4% |
| 1Y | +21.4% | -2.0% | +23.4% | +18.1% |
| All | +40.6% | +11.8% | +28.8% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling