+27.0%
BROS vs TSN
-20.0%
+47.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -6.7% | -6.3% | -0.4% | -5.0% |
| 30D | -29.1% | -10.8% | -18.3% | -26.8% |
| 3M | -16.7% | -8.8% | -7.9% | -14.8% |
| 6M | -11.6% | -16.8% | +5.2% | -7.5% |
| YTD | -23.9% | -10.0% | -13.9% | -22.4% |
| 1Y | -34.8% | -5.3% | -29.5% | -34.7% |
| 3Y | +62.1% | +8.5% | +53.5% | +49.2% |
| All | +27.0% | -20.0% | +47.0% | +73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling