-27.3%
BX vs TSN
-1.7%
-25.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.5% |
| 7D | -5.6% | +3.0% | -8.6% | -5.6% |
| 30D | -12.2% | -4.2% | -8.0% | -12.3% |
| 3M | +7.4% | -3.9% | +11.3% | +7.4% |
| 6M | +22.2% | -9.8% | +32.0% | +22.2% |
| YTD | -14.0% | -7.3% | -6.7% | -13.6% |
| 1Y | -27.3% | -2.2% | -25.1% | -29.3% |
| All | -27.3% | -1.7% | -25.6% | -29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling