+40.9%
BP vs TSN
-3.8%
+44.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.8% |
| 7D | +4.0% | -7.3% | +11.3% | +4.2% |
| 30D | +7.8% | -8.6% | +16.5% | +8.0% |
| 3M | +8.4% | -7.5% | +15.9% | +8.4% |
| 6M | +15.1% | -14.1% | +29.2% | +15.5% |
| YTD | +36.4% | -9.4% | +45.8% | +35.7% |
| 1Y | +40.9% | -4.1% | +45.0% | +40.9% |
| All | +40.9% | -3.8% | +44.7% | +40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling