-5.3%
TSN vs BUD
+36.8%
-42.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -6.3% | +0.3% | -6.6% | -6.4% |
| 30D | -10.8% | -5.7% | -5.1% | -9.7% |
| 3M | -8.8% | +3.1% | -11.9% | -9.8% |
| 6M | -16.8% | +7.9% | -24.7% | -18.0% |
| YTD | -10.0% | +27.3% | -37.3% | -17.9% |
| 1Y | -5.3% | +37.8% | -43.1% | -15.2% |
| All | -5.3% | +36.8% | -42.1% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 1y: compounded portfolio wealth divided by compounded BUD 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…
1y analysis · Full analysis span regression · 6 months rolling