+9.7%
TSN vs BBWI
-42.7%
+52.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -0.8% |
| 7D | -6.3% | +1.5% | -7.8% | -6.4% |
| 30D | -10.8% | -5.2% | -5.6% | -10.6% |
| 3M | -8.8% | +11.1% | -19.9% | -9.5% |
| 6M | -16.8% | -13.4% | -3.4% | -16.3% |
| YTD | -10.0% | +0.1% | -10.1% | -10.6% |
| 1Y | -5.3% | -36.1% | +30.9% | -2.7% |
| All | +9.7% | -42.7% | +52.3% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling