-18.6%
TSN vs BBIO
+136.9%
-155.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.7% | +6.1% | +1.6% |
| 7D | +1.4% | -3.9% | +5.2% | +1.5% |
| 30D | -6.2% | -13.4% | +7.2% | -5.5% |
| 3M | -5.7% | +7.6% | -13.2% | -6.2% |
| 6M | -11.4% | -2.4% | -8.9% | -11.5% |
| YTD | -8.2% | -5.2% | -3.0% | -8.3% |
| 1Y | -2.0% | +36.9% | -38.9% | -4.2% |
| 3Y | +11.9% | +155.2% | -143.3% | +4.1% |
| 5Y | -17.8% | +44.0% | -61.8% | -26.6% |
| All | -18.6% | +136.9% | -155.4% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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