+18.4%
BROS vs TSN
-18.3%
+36.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.4% | -4.8% | -3.8% |
| 7D | -6.1% | +1.4% | -7.4% | -6.4% |
| 30D | -12.4% | -6.2% | -6.2% | -10.9% |
| 3M | -27.9% | -5.7% | -22.3% | -26.9% |
| 6M | -16.8% | -11.4% | -5.4% | -14.6% |
| YTD | -29.0% | -8.2% | -20.9% | -28.0% |
| 1Y | -33.2% | -2.0% | -31.2% | -33.8% |
| 3Y | +56.8% | +11.9% | +44.9% | +42.9% |
| All | +18.4% | -18.3% | +36.8% | +60.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling