+672.4%
TSN vs BG
+1,185.2%
-512.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.7% | +0.4% |
| 7D | -5.0% | +2.4% | -7.4% | -5.6% |
| 30D | -9.1% | +15.0% | -24.1% | -12.7% |
| 3M | -7.4% | -0.7% | -6.7% | -7.7% |
| 6M | -13.4% | +7.5% | -20.9% | -15.8% |
| YTD | -8.5% | +41.6% | -50.1% | -18.1% |
| 1Y | -3.2% | +50.7% | -53.8% | -15.2% |
| 3Y | +11.5% | +20.3% | -8.8% | +2.4% |
| 5Y | -19.5% | +85.2% | -104.8% | -36.7% |
| 10Y | -9.1% | +160.6% | -169.7% | -39.4% |
| All | +672.4% | +1,185.2% | -512.8% | +290.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling