-6.8%
TSN vs BG
+166.7%
-173.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.5% |
| 7D | +3.0% | +3.1% | -0.1% | +2.1% |
| 30D | -4.2% | +10.2% | -14.4% | -6.8% |
| 3M | -3.9% | -1.7% | -2.2% | -3.8% |
| 6M | -9.8% | +1.0% | -10.8% | -10.7% |
| YTD | -7.3% | +39.9% | -47.2% | -16.7% |
| 1Y | -2.2% | +53.2% | -55.4% | -14.8% |
| 3Y | +11.9% | +16.3% | -4.4% | +4.1% |
| 5Y | -16.9% | +83.9% | -100.8% | -35.8% |
| All | -6.8% | +166.7% | -173.5% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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