+71.4%
BTI vs TSN
-4.9%
+76.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | -0.2% | +3.0% | -3.2% | -0.8% |
| 30D | -1.1% | -4.2% | +3.1% | -0.3% |
| 3M | -8.8% | -3.9% | -4.9% | -8.2% |
| 6M | -4.0% | -9.8% | +5.9% | -2.3% |
| YTD | +0.4% | -7.3% | +7.6% | +1.5% |
| 1Y | +1.9% | -2.2% | +4.1% | +1.8% |
| 3Y | +108.5% | +11.9% | +96.6% | +100.8% |
| 5Y | +118.5% | -16.9% | +135.5% | +121.4% |
| All | +71.4% | -4.9% | +76.4% | +65.5% |
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 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