+915.5%
TSN vs BRO
+25,589.7%
-24,674.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.4% |
| 7D | +1.4% | -8.6% | +9.9% | +2.9% |
| 30D | -6.2% | -6.9% | +0.8% | -5.1% |
| 3M | -5.7% | +10.5% | -16.1% | -7.5% |
| 6M | -11.4% | -2.8% | -8.6% | -11.3% |
| YTD | -8.2% | -16.1% | +8.0% | -5.9% |
| 1Y | -2.0% | -27.6% | +25.6% | +2.9% |
| 3Y | +11.9% | -7.3% | +19.2% | +12.0% |
| 5Y | -17.8% | +19.0% | -36.7% | -21.9% |
| 10Y | -5.7% | +292.7% | -298.4% | -26.4% |
| All | +915.5% | +25,589.7% | -24,674.2% | +508.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling