-7.0%
TSN vs BWA
+142.7%
-149.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.7% |
| 7D | -7.3% | +0.1% | -7.4% | -7.4% |
| 30D | -8.6% | -5.6% | -3.1% | -7.6% |
| 3M | -7.5% | -10.7% | +3.2% | -5.6% |
| 6M | -14.1% | +23.2% | -37.3% | -19.5% |
| YTD | -9.4% | +46.0% | -55.4% | -19.6% |
| 1Y | -4.1% | +51.2% | -55.2% | -15.8% |
| 3Y | +10.3% | +69.6% | -59.2% | -8.2% |
| 5Y | -19.7% | +86.6% | -106.3% | -36.9% |
| 10Y | -7.0% | +152.3% | -159.3% | -34.9% |
| All | -7.0% | +142.7% | -149.7% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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