+11.5%
TSN vs BWA
+72.9%
-61.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +1.8% |
| 7D | -5.0% | +4.3% | -9.3% | -5.3% |
| 30D | -9.1% | -2.9% | -6.2% | -8.9% |
| 3M | -7.4% | -12.4% | +5.0% | -6.4% |
| 6M | -13.4% | +28.6% | -41.9% | -16.4% |
| YTD | -8.5% | +48.2% | -56.7% | -14.1% |
| 1Y | -3.2% | +50.9% | -54.1% | -9.5% |
| 3Y | +11.5% | +72.2% | -60.7% | -2.0% |
| All | +11.5% | +72.9% | -61.4% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling