+75.6%
BN vs TSN
+13.0%
+62.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -2.9% |
| 7D | -1.2% | -5.0% | +3.9% | -0.3% |
| 30D | -10.9% | -9.1% | -1.8% | -9.3% |
| 3M | -11.1% | -7.4% | -3.7% | -10.0% |
| 6M | -4.4% | -13.4% | +9.0% | -2.0% |
| YTD | -14.1% | -8.5% | -5.6% | -13.5% |
| 1Y | -11.1% | -3.2% | -7.9% | -12.1% |
| 3Y | +75.6% | +11.5% | +64.1% | +51.5% |
| All | +75.6% | +13.0% | +62.6% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling