-6.8%
TSN vs BRO
+294.2%
-301.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +3.0% | -7.3% | +10.4% | +5.3% |
| 30D | -4.2% | -6.9% | +2.7% | -2.4% |
| 3M | -3.9% | +10.7% | -14.6% | -7.1% |
| 6M | -9.8% | -2.7% | -7.1% | -9.8% |
| YTD | -7.3% | -16.3% | +9.1% | -3.3% |
| 1Y | -2.2% | -29.1% | +26.9% | +7.2% |
| 3Y | +11.9% | -7.8% | +19.7% | +11.4% |
| 5Y | -16.9% | +18.7% | -35.7% | -26.7% |
| All | -6.8% | +294.2% | -301.0% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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