-7.0%
TSN vs BAH
+186.6%
-193.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.2% | -1.1% |
| 7D | -7.3% | -1.3% | -6.0% | -7.1% |
| 30D | -8.6% | -6.6% | -2.0% | -7.8% |
| 3M | -7.5% | -7.2% | -0.4% | -6.8% |
| 6M | -14.1% | -10.0% | -4.1% | -13.3% |
| YTD | -9.4% | -12.5% | +3.0% | -8.8% |
| 1Y | -4.1% | -27.9% | +23.8% | -0.6% |
| 3Y | +10.3% | -31.4% | +41.7% | +11.7% |
| 5Y | -19.7% | -3.2% | -16.5% | -25.3% |
| 10Y | -7.0% | +191.5% | -198.5% | -32.7% |
| All | -7.0% | +186.6% | -193.6% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling