+24.3%
BMY vs TSN
-20.2%
+44.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | -4.8% | -7.3% | +2.5% | -3.4% |
| 30D | -0.7% | -8.6% | +8.0% | +1.1% |
| 3M | +15.3% | -7.5% | +22.8% | +16.9% |
| 6M | +8.5% | -14.1% | +22.7% | +11.5% |
| YTD | +23.4% | -9.4% | +32.9% | +25.4% |
| 1Y | +42.9% | -4.1% | +47.0% | +43.2% |
| 3Y | +22.0% | +10.3% | +11.6% | +19.4% |
| 5Y | +24.3% | -19.7% | +44.1% | +22.7% |
| All | +24.3% | -20.2% | +44.5% | +22.7% |
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