+33.0%
BLK vs TSN
-17.2%
+50.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.3% |
| 7D | -3.3% | +3.0% | -6.3% | -4.1% |
| 30D | -6.5% | -4.2% | -2.3% | -5.6% |
| 3M | +6.7% | -3.9% | +10.6% | +7.5% |
| 6M | +14.7% | -9.8% | +24.6% | +17.2% |
| YTD | +2.5% | -7.3% | +9.8% | +3.6% |
| 1Y | -2.8% | -2.2% | -0.6% | -3.8% |
| 3Y | +65.9% | +11.9% | +54.0% | +53.2% |
| All | +33.0% | -17.2% | +50.2% | +40.5% |
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