+1,047.1%
TSN vs BBWI
+1,125.9%
-78.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.5% |
| 7D | -1.4% | -4.5% | +3.1% | -0.6% |
| 30D | +10.2% | +17.1% | -6.9% | +7.0% |
| 3M | +7.2% | +17.5% | -10.3% | +3.4% |
| 6M | -10.6% | +12.8% | -23.4% | -13.7% |
| YTD | +3.7% | +8.2% | -4.4% | -0.4% |
| 1Y | +13.5% | -1.8% | +15.3% | +9.8% |
| 3Y | +40.1% | -25.8% | +65.9% | +36.5% |
| 5Y | -14.5% | -68.0% | +53.6% | -6.0% |
| 10Y | +15.7% | -47.6% | +63.2% | -0.1% |
| All | +1,047.1% | +1,125.9% | -78.8% | +309.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling