+135.8%
BP vs TSN
-20.8%
+156.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.8% | +2.2% |
| 7D | +0.9% | -5.0% | +6.0% | +1.7% |
| 30D | +9.1% | -9.1% | +18.2% | +10.7% |
| 3M | +3.9% | -7.4% | +11.3% | +4.9% |
| 6M | +13.6% | -13.4% | +27.0% | +15.7% |
| YTD | +34.0% | -8.5% | +42.5% | +35.0% |
| 1Y | +39.2% | -3.2% | +42.4% | +38.5% |
| 3Y | +36.4% | +11.5% | +24.9% | +30.1% |
| 5Y | +135.8% | -19.5% | +155.3% | +141.1% |
| All | +135.8% | -20.8% | +156.6% | +141.1% |
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 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