+7,943.2%
BHP vs TSN
+890.5%
+7,052.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.2% |
| 7D | -2.9% | -6.3% | +3.4% | -1.4% |
| 30D | +3.4% | -10.8% | +14.2% | +6.2% |
| 3M | +4.1% | -8.8% | +12.8% | +6.0% |
| 6M | +20.6% | -16.8% | +37.4% | +25.4% |
| YTD | +56.1% | -10.0% | +66.1% | +58.8% |
| 1Y | +69.6% | -5.3% | +74.9% | +69.9% |
| 3Y | +78.8% | +8.5% | +70.3% | +71.4% |
| 5Y | +113.1% | -22.9% | +136.0% | +120.5% |
| 10Y | +505.9% | -12.6% | +518.5% | +485.7% |
| All | +7,943.2% | +890.5% | +7,052.7% | +4,093.0% |
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 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