+65.6%
BROS vs TSN
+13.0%
+52.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.7% |
| 7D | -0.9% | -5.0% | +4.1% | -0.2% |
| 30D | -13.5% | -9.1% | -4.4% | -12.3% |
| 3M | -18.4% | -7.4% | -11.0% | -17.6% |
| 6M | -10.6% | -13.4% | +2.8% | -9.1% |
| YTD | -25.1% | -8.5% | -16.6% | -24.3% |
| 1Y | -28.6% | -3.2% | -25.5% | -28.6% |
| 3Y | +65.6% | +11.5% | +54.1% | +42.8% |
| All | +65.6% | +13.0% | +52.6% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling