+119.6%
BHP vs TSN
-14.8%
+134.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -1.1% |
| 7D | -0.5% | -1.4% | +0.9% | -0.2% |
| 30D | -4.5% | +8.5% | -13.0% | -6.4% |
| 3M | -6.9% | +5.3% | -12.2% | -8.2% |
| 6M | -10.6% | -10.5% | -0.1% | -8.3% |
| YTD | +37.2% | +3.0% | +34.2% | +34.7% |
| 1Y | +48.0% | +12.1% | +35.9% | +41.7% |
| 3Y | +52.6% | +43.1% | +9.4% | +32.3% |
| All | +119.6% | -14.8% | +134.5% | +136.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling