+33.5%
BX vs TSN
+43.0%
-9.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.7% |
| 7D | -1.1% | -1.4% | +0.3% | -0.8% |
| 30D | +8.8% | +10.2% | -1.4% | +7.0% |
| 3M | -18.3% | +7.2% | -25.4% | -19.3% |
| 6M | -1.5% | -10.6% | +9.1% | +0.3% |
| YTD | -19.9% | +3.7% | -23.7% | -21.2% |
| 1Y | -14.5% | +13.5% | -28.0% | -18.0% |
| All | +33.5% | +43.0% | -9.5% | +13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling