+2.6%
TSN vs BIYA
-99.9%
+102.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.4% | +9.0% | -10.5% | -1.4% |
| 30D | +8.5% | -12.9% | +21.4% | +8.5% |
| 3M | +5.3% | -54.7% | +60.0% | +5.2% |
| 6M | -10.5% | -85.1% | +74.6% | -10.4% |
| YTD | +3.0% | -96.9% | +99.8% | +2.2% |
| 1Y | +12.1% | -98.5% | +110.7% | +11.0% |
| All | +2.6% | -99.9% | +102.5% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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