+18.2%
TSN vs BAH
+210.6%
-192.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | +5.8% | +0.5% | +5.4% | +5.8% |
| 30D | +12.8% | +18.2% | -5.4% | +10.2% |
| 3M | +6.5% | +13.1% | -6.6% | +4.5% |
| 6M | -10.3% | +15.2% | -25.5% | -12.4% |
| YTD | +5.5% | +6.0% | -0.5% | +3.4% |
| 1Y | +15.8% | +3.1% | +12.7% | +13.8% |
| 3Y | +42.5% | -26.2% | +68.7% | +43.9% |
| 5Y | -14.3% | +9.3% | -23.7% | -21.1% |
| 10Y | +18.2% | +212.3% | -194.1% | -10.3% |
| All | +18.2% | +210.6% | -192.4% | -10.3% |
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