-14.0%
TSN vs BAH
+8.3%
-22.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | -0.3% |
| 7D | +4.6% | -3.5% | +8.2% | +5.0% |
| 30D | +15.4% | +24.3% | -8.8% | +13.3% |
| 3M | +2.9% | +16.3% | -13.4% | +1.4% |
| 6M | -10.8% | +13.6% | -24.4% | -12.1% |
| YTD | +4.5% | +3.5% | +1.0% | +3.1% |
| 1Y | +19.5% | +2.7% | +16.8% | +18.1% |
| 3Y | +42.2% | -26.6% | +68.8% | +41.4% |
| All | -14.0% | +8.3% | -22.3% | -18.5% |
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