+264.7%
BN vs TSN
-9.4%
+274.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.6% |
| 7D | -3.0% | -7.3% | +4.3% | -0.8% |
| 30D | -13.0% | -8.6% | -4.4% | -10.7% |
| 3M | -15.2% | -7.5% | -7.7% | -13.5% |
| 6M | -5.9% | -14.1% | +8.2% | -2.1% |
| YTD | -15.8% | -9.4% | -6.3% | -14.1% |
| 1Y | -12.2% | -4.1% | -8.1% | -12.5% |
| 3Y | +72.2% | +10.3% | +61.9% | +60.8% |
| 5Y | +33.2% | -19.7% | +52.9% | +37.8% |
| 10Y | +264.7% | -7.0% | +271.7% | +244.4% |
| All | +264.7% | -9.4% | +274.1% | +244.4% |
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