-15.5%
TSN vs BB
-11.2%
-4.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -0.8% |
| 7D | -0.3% | +7.3% | -7.6% | -0.4% |
| 30D | +11.8% | +11.2% | +0.5% | +11.4% |
| 3M | +7.1% | +4.7% | +2.4% | +6.9% |
| 6M | -9.2% | +51.1% | -60.3% | -10.6% |
| YTD | +4.8% | +148.0% | -143.2% | +1.4% |
| 1Y | +11.6% | +106.1% | -94.5% | +8.6% |
| 3Y | +41.5% | +158.2% | -116.7% | +33.8% |
| 5Y | -15.5% | -10.8% | -4.7% | -15.9% |
| All | -15.5% | -11.2% | -4.3% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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