+6,024.9%
BTI vs TSN
+890.5%
+5,134.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -1.0% |
| 7D | -1.4% | -6.3% | +4.9% | -0.5% |
| 30D | -6.6% | -10.8% | +4.2% | -5.0% |
| 3M | -3.0% | -8.8% | +5.8% | -1.7% |
| 6M | -6.7% | -16.8% | +10.1% | -4.2% |
| YTD | +0.6% | -10.0% | +10.6% | +1.9% |
| 1Y | +5.6% | -5.3% | +10.8% | +6.0% |
| 3Y | +110.3% | +8.5% | +101.8% | +105.8% |
| 5Y | +114.3% | -22.9% | +137.2% | +119.0% |
| 10Y | +67.7% | -12.6% | +80.3% | +63.9% |
| All | +6,024.9% | +890.5% | +5,134.4% | +3,614.5% |
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