+477.8%
BHP vs TSN
-5.9%
+483.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.4% | -6.7% | -5.7% |
| 7D | -3.7% | +1.4% | -5.1% | -4.1% |
| 30D | -0.8% | -6.2% | +5.3% | +0.8% |
| 3M | +7.6% | -5.7% | +13.3% | +8.9% |
| 6M | +20.8% | -11.4% | +32.2% | +23.9% |
| YTD | +50.8% | -8.2% | +58.9% | +52.7% |
| 1Y | +70.9% | -2.0% | +72.9% | +69.1% |
| 3Y | +78.0% | +11.9% | +66.1% | +66.5% |
| 5Y | +113.1% | -17.8% | +130.8% | +118.3% |
| All | +477.8% | -5.9% | +483.6% | +436.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling