-7.0%
TSN vs BBWI
-58.2%
+51.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.3% | +5.3% | -0.2% |
| 7D | -7.3% | -4.4% | -2.9% | -6.8% |
| 30D | -8.6% | -7.4% | -1.2% | -8.0% |
| 3M | -7.5% | -2.2% | -5.3% | -7.7% |
| 6M | -14.1% | -16.3% | +2.2% | -13.1% |
| YTD | -9.4% | -9.1% | -0.3% | -9.8% |
| 1Y | -4.1% | -34.5% | +30.4% | -1.0% |
| 3Y | +10.3% | -47.0% | +57.3% | +13.6% |
| 5Y | -19.7% | -68.8% | +49.1% | -13.3% |
| 10Y | -7.0% | -57.4% | +50.3% | -18.7% |
| All | -7.0% | -58.2% | +51.2% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling