+22.6%
BROS vs TSN
-19.5%
+42.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | -6.6% | -7.3% | +0.7% | -4.6% |
| 30D | -12.3% | -8.6% | -3.7% | -10.2% |
| 3M | -22.2% | -7.5% | -14.7% | -20.7% |
| 6M | -14.3% | -14.1% | -0.1% | -11.2% |
| YTD | -26.6% | -9.4% | -17.1% | -25.2% |
| 1Y | -31.5% | -4.1% | -27.4% | -31.6% |
| 3Y | +62.3% | +10.3% | +51.9% | +48.4% |
| All | +22.6% | -19.5% | +42.0% | +67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling