+5,137.1%
BDX vs TSN
+920.5%
+4,216.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.7% |
| 7D | -3.2% | +3.0% | -6.2% | -3.6% |
| 30D | -2.5% | -4.2% | +1.6% | -2.0% |
| 3M | +21.4% | -3.9% | +25.3% | +22.0% |
| 6M | +10.4% | -9.8% | +20.3% | +11.8% |
| YTD | +18.8% | -7.3% | +26.1% | +19.7% |
| 1Y | +21.7% | -2.2% | +23.9% | +21.5% |
| 3Y | -10.0% | +11.9% | -21.8% | -12.3% |
| 5Y | -1.8% | -16.9% | +15.1% | -0.8% |
| 10Y | +58.8% | -4.8% | +63.5% | +52.6% |
| All | +5,137.1% | +920.5% | +4,216.6% | +2,917.0% |
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 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