+19.4%
BX vs TSN
-19.7%
+39.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.6% | -3.3% |
| 7D | -5.7% | -7.3% | +1.6% | -3.4% |
| 30D | -8.9% | -8.6% | -0.3% | -6.3% |
| 3M | +8.4% | -7.5% | +15.9% | +10.7% |
| 6M | +18.9% | -14.1% | +33.1% | +23.9% |
| YTD | -13.6% | -9.4% | -4.2% | -12.2% |
| 1Y | -22.4% | -4.1% | -18.4% | -23.3% |
| 3Y | +26.0% | +10.3% | +15.7% | +13.1% |
| All | +19.4% | -19.7% | +39.1% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling