+19.6%
BTDR vs TSN
-13.1%
+32.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.6% |
| 7D | -3.4% | +3.0% | -6.4% | -3.7% |
| 30D | +32.6% | -4.2% | +36.8% | +33.0% |
| 3M | -32.2% | -3.9% | -28.3% | -32.1% |
| 6M | +52.4% | -9.8% | +62.2% | +52.9% |
| YTD | +6.7% | -7.3% | +14.0% | +6.5% |
| 1Y | -15.2% | -2.2% | -13.0% | -16.4% |
| 3Y | +14.9% | +11.9% | +3.0% | +6.2% |
| 5Y | +20.8% | -16.9% | +37.7% | +13.5% |
| All | +19.6% | -13.1% | +32.7% | +12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling