+332.2%
BHP vs TSN
+14.5%
+317.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -1.1% |
| 7D | -0.5% | -1.4% | +0.9% | -0.1% |
| 30D | -4.5% | +8.5% | -13.0% | -6.9% |
| 3M | -6.9% | +5.3% | -12.2% | -8.5% |
| 6M | -10.6% | -10.5% | -0.1% | -8.2% |
| YTD | +37.2% | +3.0% | +34.2% | +34.3% |
| 1Y | +48.0% | +12.1% | +35.9% | +40.8% |
| 3Y | +52.6% | +43.1% | +9.4% | +32.0% |
| 5Y | +116.5% | -15.1% | +131.6% | +120.4% |
| All | +332.2% | +14.5% | +317.7% | +284.0% |
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 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