+10.8%
TSN vs BR
-5.0%
+15.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +1.4% | -6.0% | +7.3% | +2.4% |
| 30D | -6.2% | -0.9% | -5.3% | -6.2% |
| 3M | -5.7% | +16.4% | -22.0% | -8.5% |
| 6M | -11.4% | -8.2% | -3.2% | -9.7% |
| YTD | -8.2% | -23.2% | +15.0% | -2.2% |
| 1Y | -2.0% | -30.9% | +28.9% | +7.5% |
| All | +10.8% | -5.0% | +15.8% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 3y: compounded portfolio wealth divided by compounded BR 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…
3y analysis · Full analysis span regression · 6 months rolling