+1,749.1%
BMY vs TSN
+890.5%
+858.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.8% |
| 7D | +0.4% | -6.3% | +6.7% | +1.4% |
| 30D | +5.0% | -10.8% | +15.8% | +7.0% |
| 3M | +19.4% | -8.8% | +28.1% | +21.1% |
| 6M | +9.5% | -16.8% | +26.4% | +12.7% |
| YTD | +28.1% | -10.0% | +38.1% | +29.9% |
| 1Y | +50.0% | -5.3% | +55.2% | +50.7% |
| 3Y | +24.1% | +8.5% | +15.6% | +21.3% |
| 5Y | +25.0% | -22.9% | +47.9% | +28.0% |
| 10Y | +68.7% | -12.6% | +81.3% | +63.1% |
| All | +1,749.1% | +890.5% | +858.7% | +788.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling