+354.6%
TSN vs BAH
+886.2%
-531.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.4% |
| 7D | -6.3% | -3.2% | -3.1% | -5.9% |
| 30D | -10.8% | +2.0% | -12.8% | -11.2% |
| 3M | -8.8% | -7.6% | -1.1% | -7.9% |
| 6M | -16.8% | -5.7% | -11.1% | -16.6% |
| YTD | -10.0% | -11.7% | +1.7% | -9.4% |
| 1Y | -5.3% | -27.4% | +22.1% | -1.6% |
| 3Y | +8.5% | -32.5% | +41.1% | +11.2% |
| 5Y | -22.9% | -3.3% | -19.6% | -27.2% |
| 10Y | -12.6% | +186.0% | -198.6% | -33.9% |
| All | +354.6% | +886.2% | -531.6% | +163.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling