-20.3%
BROS vs TSN
+19.9%
-40.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.4% | -4.4% | +0.3% |
| 7D | +2.5% | +8.4% | -6.0% | +1.5% |
| 30D | +15.1% | +16.1% | -1.0% | +12.8% |
| 3M | -31.4% | +3.2% | -34.5% | -31.8% |
| 6M | -22.6% | -11.1% | -11.5% | -22.1% |
| YTD | -28.1% | +5.1% | -33.2% | -27.7% |
| 1Y | -20.3% | +19.4% | -39.7% | -21.1% |
| All | -20.3% | +19.9% | -40.2% | -21.1% |
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 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