+338.4%
TSN vs BB
+338.1%
+0.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -0.9% |
| 7D | -0.3% | +7.3% | -7.6% | -0.8% |
| 30D | +11.8% | +11.2% | +0.5% | +10.6% |
| 3M | +7.1% | +4.7% | +2.4% | +6.2% |
| 6M | -9.2% | +51.1% | -60.3% | -13.3% |
| YTD | +4.8% | +148.0% | -143.2% | -4.1% |
| 1Y | +11.6% | +106.1% | -94.5% | +3.5% |
| 3Y | +41.5% | +158.2% | -116.7% | +25.1% |
| 5Y | -15.5% | -10.8% | -4.7% | -20.3% |
| 10Y | +16.9% | +29.3% | -12.4% | -2.9% |
| All | +338.4% | +338.1% | +0.4% | +220.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling