+707.7%
BE vs TSN
+18.9%
+688.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.2% |
| 7D | +20.5% | -1.4% | +22.0% | +21.2% |
| 30D | -23.4% | +10.2% | -33.5% | -26.8% |
| 3M | -14.9% | +7.2% | -22.0% | -18.2% |
| 6M | -28.1% | -10.6% | -17.5% | -25.8% |
| YTD | +132.4% | +3.7% | +128.7% | +120.5% |
| 1Y | +59.4% | +13.5% | +45.9% | +44.0% |
| 3Y | +1,815.8% | +40.1% | +1,775.7% | +1,346.6% |
| 5Y | +491.3% | -14.5% | +505.8% | +484.1% |
| All | +707.7% | +18.9% | +688.8% | +409.3% |
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