+30.9%
BMY vs TSN
-14.8%
+45.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | +2.1% | -1.4% | +3.5% | +2.4% |
| 30D | +7.0% | +8.5% | -1.5% | +5.2% |
| 3M | -0.9% | +5.3% | -6.2% | -2.0% |
| 6M | +14.9% | -10.5% | +25.4% | +17.2% |
| YTD | +22.8% | +3.0% | +19.9% | +21.5% |
| 1Y | +36.2% | +12.1% | +24.1% | +32.3% |
| 3Y | +45.7% | +43.1% | +2.6% | +37.0% |
| All | +30.9% | -14.8% | +45.7% | +30.8% |
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