+661.1%
BX vs TSN
-4.9%
+666.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.1% |
| 7D | -5.6% | +3.0% | -8.6% | -6.6% |
| 30D | -12.2% | -4.2% | -8.0% | -11.2% |
| 3M | +7.4% | -3.9% | +11.3% | +8.3% |
| 6M | +22.2% | -9.8% | +32.0% | +25.1% |
| YTD | -14.0% | -7.3% | -6.7% | -13.0% |
| 1Y | -27.3% | -2.2% | -25.1% | -28.2% |
| 3Y | +24.5% | +11.9% | +12.7% | +15.1% |
| 5Y | +18.9% | -16.9% | +35.8% | +22.1% |
| All | +661.1% | -4.9% | +666.0% | +590.2% |
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