+35.9%
BN vs TSN
-13.7%
+49.7%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.1% | -1.6% |
| 7D | +4.3% | +5.8% | -1.5% | +2.6% |
| 30D | +14.3% | +12.8% | +1.5% | +10.3% |
| 3M | -4.1% | +6.5% | -10.6% | -6.1% |
| 6M | -9.7% | -10.3% | +0.6% | -6.9% |
| YTD | -7.1% | +5.5% | -12.7% | -9.9% |
| 1Y | -7.4% | +15.8% | -23.2% | -13.3% |
| 3Y | +102.3% | +42.5% | +59.8% | +69.9% |
| 5Y | +35.9% | -14.3% | +50.3% | +44.4% |
| All | +35.9% | -13.7% | +49.7% | +44.4% |
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 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