-34.8%
BROS vs TSN
-5.8%
-29.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | -6.7% | -6.3% | -0.4% | -5.8% |
| 30D | -29.1% | -10.8% | -18.3% | -28.0% |
| 3M | -16.7% | -8.8% | -7.9% | -15.8% |
| 6M | -11.6% | -16.8% | +5.2% | -9.9% |
| YTD | -23.9% | -10.0% | -13.9% | -22.6% |
| 1Y | -34.8% | -5.3% | -29.5% | -35.6% |
| All | -34.8% | -5.8% | -29.0% | -35.6% |
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