+13.5%
TSN vs BWA
+12.4%
+1.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | -1.4% | +7.3% | -8.7% | -1.1% |
| 30D | +10.2% | -15.8% | +26.0% | +9.5% |
| 3M | +7.2% | -25.7% | +32.9% | +6.1% |
| 6M | -10.6% | -19.6% | +9.0% | -11.8% |
| YTD | +3.7% | +14.1% | -10.3% | -2.3% |
| 1Y | +13.5% | +12.2% | +1.3% | +7.4% |
| All | +13.5% | +12.4% | +1.0% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling