+838.5%
BX vs TSN
+256.5%
+582.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.4% |
| 7D | -1.1% | -1.4% | +0.3% | -0.5% |
| 30D | +8.8% | +10.2% | -1.4% | +4.5% |
| 3M | -18.3% | +7.2% | -25.4% | -20.9% |
| 6M | -1.5% | -10.6% | +9.1% | +2.5% |
| YTD | -19.9% | +3.7% | -23.7% | -22.5% |
| 1Y | -14.5% | +13.5% | -28.0% | -20.7% |
| 3Y | +32.3% | +40.1% | -7.8% | +9.4% |
| 5Y | -1.1% | -14.5% | +13.3% | +0.5% |
| 10Y | +657.8% | +15.7% | +642.2% | +522.6% |
| All | +838.5% | +256.5% | +582.0% | +213.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling