+296.2%
TSN vs BR
+1,286.0%
-989.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.1% | +2.6% |
| 7D | -5.0% | -5.9% | +0.9% | -3.0% |
| 30D | -9.1% | +1.9% | -11.0% | -10.0% |
| 3M | -7.4% | +14.7% | -22.1% | -12.5% |
| 6M | -13.4% | -12.8% | -0.6% | -10.0% |
| YTD | -8.5% | -23.0% | +14.6% | -0.6% |
| 1Y | -3.2% | -31.7% | +28.5% | +10.0% |
| 3Y | +11.5% | -4.8% | +16.3% | +9.9% |
| 5Y | -19.5% | +7.8% | -27.4% | -26.1% |
| 10Y | -9.1% | +184.1% | -193.2% | -47.8% |
| All | +296.2% | +1,286.0% | -989.8% | -5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling