+1,383.2%
BP vs TSN
+1,053.2%
+330.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.3% |
| 3M | +6.2% | +7.1% | -0.9% | +4.5% |
| 6M | +4.8% | -9.2% | +14.0% | +6.3% |
| YTD | +35.2% | +4.8% | +30.4% | +32.9% |
| 1Y | +27.4% | +11.6% | +15.8% | +23.6% |
| 3Y | +49.8% | +41.5% | +8.2% | +37.0% |
| 5Y | +109.4% | -15.5% | +124.9% | +110.7% |
| 10Y | +135.7% | +16.9% | +118.8% | +118.8% |
| All | +1,383.2% | +1,053.2% | +330.0% | +812.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling