+39.8%
BKNG vs TSN
+11.8%
+28.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.3% |
| 7D | -10.7% | +1.4% | -12.0% | -10.8% |
| 30D | -18.1% | -6.2% | -11.9% | -17.4% |
| 3M | +8.5% | -5.7% | +14.2% | +9.5% |
| 6M | -0.1% | -11.4% | +11.3% | +1.1% |
| YTD | -18.2% | -8.2% | -10.1% | -17.5% |
| 1Y | -19.9% | -2.0% | -17.8% | -20.0% |
| All | +39.8% | +11.8% | +28.0% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling