+290.2%
BN vs TSN
+14.5%
+275.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | -1.0% | -1.4% | +0.5% | -0.5% |
| 30D | +14.0% | +8.5% | +5.5% | +11.0% |
| 3M | -9.0% | +5.3% | -14.3% | -10.8% |
| 6M | -8.8% | -10.5% | +1.7% | -5.9% |
| YTD | -10.3% | +3.0% | -13.2% | -12.2% |
| 1Y | -5.8% | +12.1% | -17.9% | -10.8% |
| 3Y | +94.8% | +43.1% | +51.7% | +66.1% |
| 5Y | +31.5% | -15.1% | +46.6% | +33.9% |
| All | +290.2% | +14.5% | +275.8% | +248.7% |
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 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