+911.5%
BE vs TSN
+3.2%
+908.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.7% | +8.0% | +7.6% |
| 7D | +20.0% | -6.3% | +26.3% | +22.8% |
| 30D | +7.9% | -10.8% | +18.7% | +12.7% |
| 3M | -13.2% | -8.8% | -4.5% | -11.4% |
| 6M | +53.5% | -16.8% | +70.3% | +62.4% |
| YTD | +191.0% | -10.0% | +201.0% | +194.9% |
| 1Y | +360.5% | -5.3% | +365.8% | +350.4% |
| 3Y | +1,568.0% | +8.5% | +1,559.5% | +1,343.0% |
| 5Y | +1,055.2% | -22.9% | +1,078.1% | +1,089.7% |
| All | +911.5% | +3.2% | +908.3% | +581.1% |
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