+102.6%
BP vs TSN
-13.8%
+116.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -11.6% | +4.6% | -16.3% | -12.3% |
| 30D | 0.0% | +15.4% | -15.4% | -2.2% |
| 3M | +6.7% | +2.9% | +3.8% | +6.1% |
| 6M | +2.2% | -10.8% | +12.9% | +3.9% |
| YTD | +33.0% | +4.5% | +28.5% | +31.2% |
| 1Y | +30.7% | +19.5% | +11.2% | +25.7% |
| 3Y | +44.2% | +42.2% | +2.0% | +31.1% |
| All | +102.6% | -13.8% | +116.4% | +103.0% |
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 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