-19.5%
TSN vs BBWI
-66.8%
+47.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +2.0% |
| 7D | -5.0% | +1.6% | -6.6% | -5.2% |
| 30D | -9.1% | -6.2% | -2.9% | -8.6% |
| 3M | -7.4% | +4.3% | -11.7% | -8.1% |
| 6M | -13.4% | -7.2% | -6.2% | -13.4% |
| YTD | -8.5% | -3.0% | -5.5% | -9.3% |
| 1Y | -3.2% | -30.8% | +27.6% | -0.8% |
| 3Y | +11.5% | -43.4% | +54.9% | +13.2% |
| 5Y | -19.5% | -66.7% | +47.2% | -14.5% |
| All | -19.5% | -66.8% | +47.3% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling