-1.9%
BDX vs TSN
-17.2%
+15.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | -3.2% | +3.0% | -6.2% | -3.8% |
| 30D | -2.5% | -4.2% | +1.6% | -1.8% |
| 3M | +21.4% | -3.9% | +25.3% | +22.3% |
| 6M | +10.4% | -9.8% | +20.3% | +12.2% |
| YTD | +18.8% | -7.3% | +26.1% | +19.8% |
| 1Y | +21.7% | -2.2% | +23.9% | +21.0% |
| 3Y | -10.0% | +11.9% | -21.8% | -13.2% |
| All | -1.9% | -17.2% | +15.3% | -1.2% |
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 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