+967.7%
BX vs TSN
+209.4%
+758.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -0.8% |
| 7D | -4.4% | -6.3% | +1.9% | -1.9% |
| 30D | +0.1% | -10.8% | +10.9% | +4.7% |
| 3M | +16.0% | -8.8% | +24.8% | +19.8% |
| 6M | +21.6% | -16.8% | +38.4% | +29.7% |
| YTD | -8.9% | -10.0% | +1.1% | -6.4% |
| 1Y | -16.6% | -5.3% | -11.4% | -16.6% |
| 3Y | +43.3% | +8.5% | +34.8% | +32.3% |
| 5Y | +25.7% | -22.9% | +48.6% | +33.4% |
| 10Y | +689.5% | -12.6% | +702.1% | +631.1% |
| All | +967.7% | +209.4% | +758.4% | +279.2% |
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 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