+330.7%
TSN vs BB
+314.8%
+16.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.6% |
| 7D | -1.4% | +1.8% | -3.3% | -1.6% |
| 30D | +8.5% | +8.1% | +0.3% | +7.6% |
| 3M | +5.3% | -1.0% | +6.3% | +4.8% |
| 6M | -10.5% | +45.9% | -56.4% | -14.3% |
| YTD | +3.0% | +134.8% | -131.9% | -5.4% |
| 1Y | +12.1% | +104.6% | -92.5% | +4.0% |
| 3Y | +43.1% | +152.8% | -109.7% | +26.6% |
| 5Y | -15.1% | -17.4% | +2.4% | -19.4% |
| 10Y | +14.8% | +22.4% | -7.6% | -4.2% |
| All | +330.7% | +314.8% | +16.0% | +216.4% |
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