+135.7%
BP vs TSN
+17.5%
+118.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | -0.8% | -0.3% | -0.5% | -0.7% |
| 30D | -3.1% | +11.8% | -14.9% | -6.6% |
| 3M | +6.2% | +7.1% | -0.9% | +3.6% |
| 6M | +4.8% | -9.2% | +14.0% | +7.2% |
| YTD | +35.2% | +4.8% | +30.4% | +31.4% |
| 1Y | +27.4% | +11.6% | +15.8% | +21.0% |
| 3Y | +49.8% | +41.5% | +8.2% | +27.5% |
| 5Y | +109.4% | -15.5% | +124.9% | +113.0% |
| 10Y | +135.7% | +16.9% | +118.8% | +105.1% |
| All | +135.7% | +17.5% | +118.2% | +105.1% |
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 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