+142.2%
BP vs TSN
+14.5%
+127.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | +3.8% | -1.4% | +5.2% | +4.3% |
| 30D | -5.3% | +8.5% | -13.8% | -7.8% |
| 3M | +9.3% | +5.3% | +4.0% | +7.2% |
| 6M | +7.2% | -10.5% | +17.7% | +10.2% |
| YTD | +38.0% | +3.0% | +35.1% | +34.9% |
| 1Y | +33.2% | +12.1% | +21.1% | +26.2% |
| 3Y | +50.3% | +43.1% | +7.2% | +27.2% |
| 5Y | +114.1% | -15.1% | +129.2% | +116.9% |
| All | +142.2% | +14.5% | +127.7% | +111.0% |
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