+6,970.9%
BHP vs TSN
+1,033.0%
+5,937.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.6% |
| 3M | -6.9% | +5.3% | -12.2% | -8.3% |
| 6M | -10.6% | -10.5% | -0.1% | -8.6% |
| YTD | +37.2% | +3.0% | +34.2% | +34.8% |
| 1Y | +48.0% | +12.1% | +35.9% | +42.2% |
| 3Y | +52.6% | +43.1% | +9.4% | +36.3% |
| 5Y | +116.5% | -15.1% | +131.6% | +118.5% |
| 10Y | +334.9% | +14.8% | +320.1% | +293.5% |
| All | +6,970.9% | +1,033.0% | +5,937.9% | +3,459.2% |
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