-6.8%
TSN vs BRKR
+155.3%
-162.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +3.0% | -8.7% | +11.7% | +4.1% |
| 30D | -4.2% | -9.9% | +5.7% | -3.1% |
| 3M | -3.9% | -3.1% | -0.8% | -4.3% |
| 6M | -9.8% | +45.5% | -55.3% | -16.1% |
| YTD | -7.3% | +13.7% | -21.0% | -10.9% |
| 1Y | -2.2% | +67.4% | -69.6% | -12.1% |
| 3Y | +11.9% | -13.2% | +25.1% | +8.3% |
| 5Y | -16.9% | -39.5% | +22.5% | -14.9% |
| All | -6.8% | +155.3% | -162.1% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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