+120.2%
BKR vs TSN
-4.9%
+125.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | -7.0% | +3.0% | -10.0% | -8.0% |
| 30D | -8.1% | -4.2% | -3.9% | -6.9% |
| 3M | -6.6% | -3.9% | -2.7% | -5.7% |
| 6M | +0.9% | -9.8% | +10.7% | +3.4% |
| YTD | +31.1% | -7.3% | +38.4% | +32.6% |
| 1Y | +27.7% | -2.2% | +29.9% | +26.2% |
| 3Y | +71.2% | +11.9% | +59.3% | +57.3% |
| 5Y | +177.6% | -16.9% | +194.6% | +181.1% |
| All | +120.2% | -4.9% | +125.1% | +101.1% |
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