-19.5%
TSN vs BB
-27.1%
+7.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.6% |
| 7D | -5.0% | +0.5% | -5.6% | -5.1% |
| 30D | -9.1% | -12.4% | +3.3% | -8.8% |
| 3M | -7.4% | -15.3% | +7.9% | -7.2% |
| 6M | -13.4% | +128.8% | -142.2% | -16.1% |
| YTD | -8.5% | +107.7% | -116.1% | -11.1% |
| 1Y | -3.2% | +103.9% | -107.1% | -6.1% |
| 3Y | +11.5% | +72.6% | -61.1% | +7.1% |
| 5Y | -19.5% | -24.3% | +4.7% | -21.0% |
| All | -19.5% | -27.1% | +7.5% | -21.0% |
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