-19.5%
TSN vs BAH
-2.8%
-16.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.8% |
| 7D | -5.0% | -4.3% | -0.7% | -4.7% |
| 30D | -9.1% | -4.5% | -4.6% | -8.8% |
| 3M | -7.4% | -7.6% | +0.2% | -7.0% |
| 6M | -13.4% | -10.6% | -2.8% | -12.8% |
| YTD | -8.5% | -12.6% | +4.1% | -8.2% |
| 1Y | -3.2% | -27.0% | +23.8% | -1.1% |
| 3Y | +11.5% | -31.5% | +43.0% | +10.8% |
| 5Y | -19.5% | -3.8% | -15.7% | -23.5% |
| All | -19.5% | -2.8% | -16.7% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling