-2.0%
TSN vs BBWI
-35.0%
+33.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.4% |
| 7D | +1.4% | -8.0% | +9.4% | +1.5% |
| 30D | -6.2% | -6.6% | +0.5% | -6.0% |
| 3M | -5.7% | -2.7% | -3.0% | -5.4% |
| 6M | -11.4% | -12.8% | +1.4% | -10.9% |
| YTD | -8.2% | -10.5% | +2.3% | -8.0% |
| 1Y | -2.0% | -35.3% | +33.3% | -1.6% |
| All | -2.0% | -35.0% | +33.0% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling