+635.8%
BX vs TSN
+14.5%
+621.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.6% |
| 7D | +0.6% | -1.4% | +2.0% | +1.1% |
| 30D | +14.2% | +8.5% | +5.8% | +11.2% |
| 3M | -18.7% | +5.3% | -24.0% | -20.3% |
| 6M | +2.5% | -10.5% | +13.0% | +6.0% |
| YTD | -18.8% | +3.0% | -21.8% | -20.7% |
| 1Y | -10.3% | +12.1% | -22.4% | -15.4% |
| 3Y | +35.4% | +43.1% | -7.7% | +14.1% |
| 5Y | +0.3% | -15.1% | +15.3% | +2.3% |
| All | +635.8% | +14.5% | +621.4% | +552.8% |
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