+545.6%
TSN vs BUD
+214.6%
+331.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.2% |
| 7D | +4.6% | +4.5% | +0.2% | +3.1% |
| 30D | +15.4% | +12.5% | +2.9% | +10.9% |
| 3M | +2.9% | 0.0% | +2.9% | +2.6% |
| 6M | -10.8% | +3.8% | -14.6% | -12.3% |
| YTD | +4.5% | +33.1% | -28.6% | -6.0% |
| 1Y | +19.5% | +35.5% | -16.0% | +6.8% |
| 3Y | +42.2% | +49.4% | -7.2% | +20.9% |
| 5Y | -14.2% | +48.0% | -62.2% | -28.1% |
| 10Y | +15.4% | -8.6% | +23.9% | +3.4% |
| All | +545.6% | +214.6% | +331.0% | +260.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling